+1,110.1%
CCI vs PSA
+3,725.2%
-2,615.1%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.4% |
| 7D | +2.5% | -1.4% | +4.0% | +3.2% |
| 30D | +14.4% | +15.2% | -0.8% | +6.7% |
| 3M | +21.7% | +2.2% | +19.5% | +20.3% |
| 6M | +4.0% | +11.7% | -7.6% | -1.7% |
| YTD | +6.2% | +32.0% | -25.8% | -7.6% |
| 1Y | +5.4% | +26.3% | -20.9% | -6.3% |
| 3Y | +11.7% | +52.4% | -40.6% | -9.7% |
| 5Y | -35.6% | +26.3% | -61.9% | -43.3% |
| 10Y | +68.7% | +132.3% | -63.6% | +10.7% |
| All | +1,110.1% | +3,725.2% | -2,615.1% | +79.7% |
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 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