+67.1%
CCI vs PTC
+313.0%
-245.9%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.7% | +0.7% |
| 7D | -1.4% | +0.8% | -2.2% | -1.5% |
| 30D | +12.7% | +1.2% | +11.6% | +12.5% |
| 3M | +23.0% | +32.6% | -9.6% | +15.6% |
| 6M | +0.6% | +36.1% | -35.5% | -6.3% |
| YTD | +4.9% | +12.7% | -7.8% | +1.0% |
| 1Y | +0.7% | +10.2% | -9.5% | -2.6% |
| 3Y | +10.2% | +29.4% | -19.2% | +0.8% |
| 5Y | -36.4% | +61.1% | -97.5% | -45.4% |
| All | +67.1% | +313.0% | -245.9% | +20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 10y: compounded portfolio wealth divided by compounded PTC 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…
10y analysis · Full analysis span regression · 6 months rolling