-36.9%
CCI vs PTC
+55.9%
-92.9%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.2% | -2.8% | -2.6% |
| 7D | -0.1% | -0.2% | +0.1% | -0.1% |
| 30D | +28.4% | +0.8% | +27.6% | +28.2% |
| 3M | +20.0% | +32.1% | -12.1% | +13.4% |
| 6M | +0.8% | +42.6% | -41.9% | -6.7% |
| YTD | +3.6% | +12.0% | -8.4% | +0.7% |
| 1Y | +6.1% | +12.2% | -6.1% | +3.0% |
| 3Y | +7.2% | +31.2% | -24.0% | -4.2% |
| All | -36.9% | +55.9% | -92.9% | -47.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling