-16.7%
CCI vs PSA
+7.3%
-24.0%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.6% | -1.2% |
| 7D | -0.4% | -3.7% | +3.3% | +1.5% |
| 30D | +2.7% | -7.7% | +10.4% | +7.1% |
| 3M | -18.2% | -0.6% | -17.6% | -18.0% |
| 6M | -14.8% | -0.9% | -13.9% | -14.6% |
| YTD | -12.6% | +18.7% | -31.3% | -18.6% |
| 1Y | -16.7% | +7.6% | -24.4% | -19.7% |
| All | -16.7% | +7.3% | -24.0% | -19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 1y: compounded portfolio wealth divided by compounded PSA 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…
1y analysis · Full analysis span regression · 6 months rolling