+11.7%
CCI vs RUN
-7.3%
+19.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +1.2% |
| 7D | +2.5% | -13.5% | +16.0% | +3.1% |
| 30D | +14.4% | +18.3% | -3.9% | +13.4% |
| 3M | +21.7% | -12.5% | +34.2% | +22.1% |
| 6M | +4.0% | -40.3% | +44.3% | +5.8% |
| YTD | +6.2% | -53.1% | +59.3% | +8.3% |
| 1Y | +5.4% | -54.3% | +59.7% | +7.5% |
| 3Y | +11.7% | -6.5% | +18.2% | -6.1% |
| All | +11.7% | -7.3% | +19.0% | -6.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling