-17.7%
CCI vs RUN
-46.7%
+29.1%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.9% | +0.2% | -1.7% |
| 7D | -4.4% | -3.4% | -1.0% | -4.4% |
| 30D | +0.3% | -14.0% | +14.3% | +0.4% |
| 3M | -20.0% | -27.5% | +7.5% | -20.0% |
| 6M | -14.5% | -29.0% | +14.5% | -14.8% |
| YTD | -14.9% | -53.1% | +38.2% | -15.3% |
| 1Y | -17.7% | -46.7% | +29.1% | -17.3% |
| All | -17.7% | -46.7% | +29.1% | -17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 1y: compounded portfolio wealth divided by compounded RUN 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…
1y analysis · Full analysis span regression · 6 months rolling