-36.4%
CCI vs PSA
+26.8%
-63.2%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +1.2% |
| 7D | -1.4% | -2.1% | +0.7% | 0.0% |
| 30D | +12.7% | +15.6% | -2.9% | +2.6% |
| 3M | +23.0% | +4.1% | +18.9% | +19.7% |
| 6M | +0.6% | +9.2% | -8.6% | -5.4% |
| YTD | +4.9% | +32.3% | -27.4% | -13.2% |
| 1Y | +0.7% | +26.2% | -25.5% | -14.1% |
| 3Y | +10.2% | +53.7% | -43.5% | -18.9% |
| 5Y | -36.4% | +26.6% | -63.0% | -49.7% |
| All | -36.4% | +26.8% | -63.2% | -49.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling