-10.2%
CCI vs PSKY
-21.8%
+11.7%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.4% | +4.3% | -0.6% |
| 7D | -0.3% | -6.8% | +6.6% | +0.3% |
| 30D | +2.1% | +10.2% | -8.1% | +1.2% |
| 3M | -17.8% | +0.3% | -18.1% | -18.0% |
| 6M | -14.2% | -7.8% | -6.4% | -13.9% |
| YTD | -13.3% | -23.0% | +9.6% | -12.1% |
| 1Y | -16.6% | -31.6% | +15.0% | -14.9% |
| All | -10.2% | -21.8% | +11.7% | -11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 PSKY 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