+46.0%
CCI vs RUN
-31.9%
+78.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.4% | -1.8% |
| 7D | -0.4% | +1.3% | -1.7% | -0.5% |
| 30D | +2.7% | -15.3% | +17.9% | +3.8% |
| 3M | -18.2% | -40.0% | +21.8% | -15.6% |
| 6M | -14.8% | -27.0% | +12.2% | -13.7% |
| YTD | -12.6% | -51.7% | +39.1% | -9.6% |
| 1Y | -16.7% | -45.9% | +29.1% | -15.3% |
| 3Y | -10.5% | -43.8% | +33.3% | -16.8% |
| 5Y | -51.4% | -80.5% | +29.1% | -53.1% |
| 10Y | +20.0% | +45.3% | -25.2% | -2.0% |
| All | +46.0% | -31.9% | +78.0% | +20.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling