-50.3%
CCI vs PR
+429.1%
-479.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | -0.3% | -0.8% | +0.6% | -0.2% |
| 30D | +2.1% | +11.3% | -9.1% | +1.5% |
| 3M | -17.8% | +24.1% | -41.9% | -18.8% |
| 6M | -14.2% | +25.4% | -39.6% | -15.3% |
| YTD | -13.3% | +71.2% | -84.6% | -15.9% |
| 1Y | -16.6% | +78.6% | -95.2% | -19.3% |
| 3Y | -10.8% | +85.2% | -96.1% | -14.8% |
| 5Y | -50.3% | +419.0% | -469.3% | -54.2% |
| All | -50.3% | +429.1% | -479.4% | -54.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling