-10.8%
CCI vs S
+16.9%
-27.7%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.4% | -2.3% | -1.9% |
| 7D | -0.4% | -7.7% | +7.3% | -0.2% |
| 30D | +2.7% | -5.3% | +8.0% | +2.8% |
| 3M | -18.2% | +20.3% | -38.5% | -18.8% |
| 6M | -14.8% | +47.4% | -62.2% | -16.0% |
| YTD | -12.6% | +32.5% | -45.1% | -13.7% |
| 1Y | -16.7% | +9.5% | -26.3% | -17.5% |
| All | -10.8% | +16.9% | -27.7% | -18.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling