+18.3%
CCI vs PTC
+204.7%
-186.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.5% | +5.7% | +1.3% |
| 7D | +0.2% | -12.8% | +13.0% | +2.8% |
| 30D | +0.5% | -9.8% | +10.3% | +2.4% |
| 3M | -16.3% | -2.1% | -14.2% | -16.4% |
| 6M | -13.9% | -18.1% | +4.2% | -11.1% |
| YTD | -12.4% | -23.5% | +11.1% | -8.5% |
| 1Y | -15.2% | -37.4% | +22.2% | -7.9% |
| 3Y | -9.9% | -7.2% | -2.6% | -11.7% |
| 5Y | -50.8% | +2.7% | -53.5% | -53.7% |
| 10Y | +18.3% | +203.4% | -185.1% | -12.3% |
| All | +18.3% | +204.7% | -186.4% | -12.3% |
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