-10.2%
CCI vs PSA
+21.5%
-31.7%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.3% | +0.4% |
| 7D | -0.3% | -2.2% | +2.0% | +1.2% |
| 30D | +2.1% | -9.6% | +11.7% | +8.7% |
| 3M | -17.8% | -7.9% | -9.9% | -13.7% |
| 6M | -14.2% | -2.0% | -12.2% | -13.6% |
| YTD | -13.3% | +15.7% | -29.1% | -21.6% |
| 1Y | -16.6% | +5.8% | -22.4% | -20.3% |
| All | -10.2% | +21.5% | -31.7% | -22.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling