+52.0%
CCI vs RF
+279.4%
-227.4%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.2% | -2.5% |
| 7D | -0.1% | -0.9% | +0.8% | +0.1% |
| 30D | +28.4% | +6.0% | +22.4% | +27.1% |
| 3M | +20.0% | -8.9% | +28.9% | +21.9% |
| 6M | +0.8% | +2.3% | -1.6% | +0.3% |
| YTD | +3.6% | +7.6% | -4.0% | +1.9% |
| 1Y | +6.1% | +21.2% | -15.1% | +2.1% |
| 3Y | +7.2% | +108.5% | -101.3% | -8.2% |
| 5Y | -37.0% | +43.2% | -80.2% | -43.2% |
| All | +52.0% | +279.4% | -227.4% | +30.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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