-9.9%
CCI vs PTC
-8.0%
-1.8%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.5% | +5.7% | +0.8% |
| 7D | +0.2% | -12.8% | +13.0% | +1.7% |
| 30D | +0.5% | -9.8% | +10.3% | +1.6% |
| 3M | -16.3% | -2.1% | -14.2% | -16.3% |
| 6M | -13.9% | -18.1% | +4.2% | -12.6% |
| YTD | -12.4% | -23.5% | +11.1% | -10.5% |
| 1Y | -15.2% | -37.4% | +22.2% | -11.8% |
| 3Y | -9.9% | -7.2% | -2.6% | -21.7% |
| All | -9.9% | -8.0% | -1.8% | -21.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling