+62.3%
CCI vs PR
+147.8%
-85.5%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.9% | +3.5% | -1.3% |
| 7D | +2.4% | -16.5% | +18.9% | +2.6% |
| 30D | +33.2% | -4.5% | +37.7% | +33.3% |
| 3M | +25.0% | +8.5% | +16.4% | +24.8% |
| 6M | +4.8% | -3.3% | +8.1% | +4.8% |
| YTD | +6.4% | +55.7% | -49.4% | +5.8% |
| 1Y | +6.5% | +82.0% | -75.6% | +5.8% |
| 3Y | +8.6% | +62.5% | -53.8% | +7.9% |
| 5Y | -35.3% | +223.9% | -259.2% | -36.1% |
| 10Y | +58.2% | +64.2% | -6.0% | +62.8% |
| All | +62.3% | +147.8% | -85.5% | +63.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling