-36.9%
CCI vs S
-67.4%
+30.5%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.6% | -4.2% | -2.7% |
| 7D | -0.1% | -13.4% | +13.3% | +0.9% |
| 30D | +28.4% | -14.0% | +42.4% | +29.6% |
| 3M | +20.0% | +4.9% | +15.1% | +19.3% |
| 6M | +0.8% | +42.0% | -41.2% | -2.1% |
| YTD | +3.6% | +45.1% | -41.5% | +0.2% |
| 1Y | +6.1% | +33.1% | -27.0% | +3.1% |
| 3Y | +7.2% | +40.6% | -33.4% | +0.6% |
| All | -36.9% | -67.4% | +30.5% | -36.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling