-50.6%
CCI vs S
-56.8%
+6.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.4% | -2.3% | -1.9% |
| 7D | -0.4% | -7.7% | +7.3% | +0.1% |
| 30D | +2.7% | -5.3% | +8.0% | +2.9% |
| 3M | -18.2% | +20.3% | -38.5% | -19.4% |
| 6M | -14.8% | +47.4% | -62.2% | -17.4% |
| YTD | -12.6% | +32.5% | -45.1% | -14.8% |
| 1Y | -16.7% | +9.5% | -26.3% | -17.9% |
| 3Y | -10.5% | +15.5% | -26.0% | -14.4% |
| 5Y | -51.4% | -71.2% | +19.8% | -52.4% |
| All | -50.6% | -56.8% | +6.2% | -51.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling