+33.4%
CCI vs PR
+169.5%
-136.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.3% | -1.8% |
| 7D | -0.4% | +2.9% | -3.3% | -0.4% |
| 30D | +2.7% | +18.0% | -15.3% | +2.5% |
| 3M | -18.2% | +16.9% | -35.1% | -18.4% |
| 6M | -14.8% | +28.2% | -43.0% | -15.0% |
| YTD | -12.6% | +69.3% | -81.9% | -13.1% |
| 1Y | -16.7% | +69.5% | -86.2% | -17.2% |
| 3Y | -10.5% | +81.7% | -92.2% | -11.2% |
| 5Y | -51.4% | +422.2% | -473.7% | -52.1% |
| 10Y | +20.0% | +110.4% | -90.3% | +22.6% |
| All | +33.4% | +169.5% | -136.1% | +34.5% |
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