-50.7%
CCI vs PRU
+48.6%
-99.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -1.6% |
| 7D | -0.4% | +1.9% | -2.3% | -0.9% |
| 30D | +2.7% | +2.7% | 0.0% | +1.9% |
| 3M | -18.2% | +19.5% | -37.7% | -22.0% |
| 6M | -14.8% | +26.6% | -41.4% | -20.0% |
| YTD | -12.6% | +12.3% | -24.9% | -15.6% |
| 1Y | -16.7% | +18.0% | -34.8% | -20.7% |
| 3Y | -10.5% | +47.0% | -57.5% | -23.4% |
| All | -50.7% | +48.6% | -99.2% | -57.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling