+1,293.5%
CCI vs PRU
+806.6%
+486.9%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -1.6% |
| 7D | -0.4% | +1.9% | -2.3% | -1.0% |
| 30D | +2.7% | +2.7% | 0.0% | +1.8% |
| 3M | -18.2% | +19.5% | -37.7% | -22.6% |
| 6M | -14.8% | +26.6% | -41.4% | -20.9% |
| YTD | -12.6% | +12.3% | -24.9% | -16.0% |
| 1Y | -16.7% | +18.0% | -34.8% | -21.4% |
| 3Y | -10.5% | +47.0% | -57.5% | -22.6% |
| 5Y | -51.4% | +48.4% | -99.8% | -58.7% |
| 10Y | +20.0% | +142.4% | -122.4% | -21.0% |
| All | +1,293.5% | +806.6% | +486.9% | +254.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling