+5.4%
CCI vs S
+30.9%
-25.5%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.3% |
| 7D | +2.5% | +2.0% | +0.5% | +2.4% |
| 30D | +14.4% | -2.7% | +17.1% | +14.6% |
| 3M | +21.7% | -6.9% | +28.6% | +22.6% |
| 6M | +4.0% | +38.1% | -34.0% | +3.0% |
| YTD | +6.2% | +48.0% | -41.8% | +3.3% |
| 1Y | +5.4% | +34.5% | -29.1% | +2.7% |
| All | +5.4% | +30.9% | -25.5% | +2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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