+65.4%
CCI vs PRU
+102.7%
-37.2%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | -3.4% | -2.8% | -0.5% | -2.7% |
| 30D | +9.9% | +8.5% | +1.4% | +7.6% |
| 3M | +22.7% | +1.7% | +20.9% | +22.0% |
| 6M | +0.8% | +24.8% | -23.9% | -4.7% |
| YTD | +4.1% | +13.3% | -9.1% | +0.5% |
| 1Y | -0.6% | +21.4% | -22.0% | -5.8% |
| 3Y | +9.4% | +54.8% | -45.3% | -4.5% |
| 5Y | -36.8% | +42.4% | -79.2% | -44.2% |
| 10Y | +65.4% | +98.4% | -33.0% | +22.2% |
| All | +65.4% | +102.7% | -37.2% | +22.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU 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 10y: compounded portfolio wealth divided by compounded PRU 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…
10y analysis · Full analysis span regression · 6 months rolling