+10.3%
CCI vs PRU
+55.3%
-45.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.8% |
| 7D | -1.4% | 0.0% | -1.3% | -1.4% |
| 30D | +12.7% | +7.9% | +4.8% | +11.4% |
| 3M | +23.0% | +0.9% | +22.1% | +22.8% |
| 6M | +0.6% | +22.4% | -21.7% | -2.4% |
| YTD | +4.9% | +12.7% | -7.8% | +2.5% |
| 1Y | +0.7% | +19.6% | -18.9% | -2.2% |
| All | +10.3% | +55.3% | -45.0% | -12.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling