+360.4%
CCI vs PSKY
-42.2%
+402.7%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.2% | -1.5% |
| 7D | -0.4% | -0.2% | -0.2% | -0.4% |
| 30D | +2.7% | +24.0% | -21.3% | -2.6% |
| 3M | -18.2% | +2.2% | -20.4% | -19.0% |
| 6M | -14.8% | -9.0% | -5.8% | -13.8% |
| YTD | -12.6% | -18.1% | +5.5% | -10.0% |
| 1Y | -16.7% | -25.1% | +8.4% | -13.6% |
| 3Y | -10.5% | -16.3% | +5.8% | -17.0% |
| 5Y | -51.4% | -70.4% | +18.9% | -44.2% |
| 10Y | +20.0% | -74.2% | +94.2% | +18.5% |
| All | +360.4% | -42.2% | +402.7% | +141.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling