+188.7%
CCI vs PSLV
+120.6%
+68.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.4% | -3.5% | -1.3% |
| 7D | -0.3% | +3.3% | -3.6% | -0.6% |
| 30D | +2.1% | +2.1% | 0.0% | +1.8% |
| 3M | -17.8% | +7.1% | -25.0% | -18.7% |
| 6M | -14.2% | -21.6% | +7.4% | -12.4% |
| YTD | -13.3% | -6.7% | -6.6% | -14.6% |
| 1Y | -16.6% | +59.3% | -75.9% | -23.5% |
| 3Y | -10.8% | +182.1% | -192.9% | -25.0% |
| 5Y | -50.3% | +162.6% | -212.9% | -58.1% |
| 10Y | +22.5% | +203.0% | -180.5% | -0.6% |
| All | +188.7% | +120.6% | +68.1% | +124.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling