-50.8%
CCI vs S
-72.3%
+21.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.4% | +0.3% |
| 7D | +0.2% | -5.8% | +6.0% | +0.6% |
| 30D | +0.5% | -9.2% | +9.7% | +1.0% |
| 3M | -16.3% | +23.4% | -39.6% | -17.7% |
| 6M | -13.9% | +36.9% | -50.9% | -16.3% |
| YTD | -12.4% | +29.5% | -42.0% | -14.6% |
| 1Y | -15.2% | +5.4% | -20.6% | -16.2% |
| 3Y | -9.9% | +14.7% | -24.6% | -14.0% |
| 5Y | -50.8% | -71.5% | +20.7% | -51.3% |
| All | -50.8% | -72.3% | +21.5% | -51.3% |
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