+8.9%
CCI vs PR
+88.0%
-79.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.9% | -4.5% | -2.6% |
| 7D | -0.1% | -16.4% | +16.3% | +0.5% |
| 30D | +28.4% | -1.9% | +30.3% | +28.5% |
| 3M | +20.0% | +8.0% | +12.0% | +19.8% |
| 6M | +0.8% | +4.1% | -3.3% | +0.5% |
| YTD | +3.6% | +58.7% | -55.1% | +2.5% |
| 1Y | +6.1% | +75.8% | -69.7% | +4.9% |
| All | +8.9% | +88.0% | -79.1% | +2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded PR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling