-14.5%
CCI vs PSLV
-28.4%
+13.9%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.3% | +3.6% | -1.7% |
| 7D | -4.4% | -4.9% | +0.5% | -4.3% |
| 30D | +0.3% | -1.9% | +2.2% | +0.3% |
| 3M | -20.0% | +4.2% | -24.2% | -19.9% |
| 6M | -14.5% | -27.6% | +13.1% | -12.9% |
| All | -14.5% | -28.4% | +13.9% | -12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 6mo: compounded portfolio wealth divided by compounded PSLV 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…
6mo analysis · Full analysis span regression · 6 months rolling