+895.8%
CCI vs PSA
+3,338.3%
-2,442.5%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.6% | -1.3% |
| 7D | -0.4% | -3.7% | +3.3% | +1.4% |
| 30D | +2.7% | -7.7% | +10.4% | +6.8% |
| 3M | -18.2% | -0.6% | -17.6% | -18.1% |
| 6M | -14.8% | -0.9% | -13.9% | -14.7% |
| YTD | -12.6% | +18.7% | -31.3% | -19.9% |
| 1Y | -16.7% | +7.6% | -24.4% | -20.1% |
| 3Y | -10.5% | +23.7% | -34.2% | -20.0% |
| 5Y | -51.4% | +13.7% | -65.1% | -55.0% |
| 10Y | +20.0% | +98.9% | -78.8% | -15.3% |
| All | +895.8% | +3,338.3% | -2,442.5% | +55.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling