-49.3%
CCI vs SITM
+187.3%
-236.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +5.5% | -3.2% | +2.2% |
| 7D | -0.3% | +3.9% | -4.1% | -0.4% |
| 30D | +2.2% | -6.6% | +8.8% | +2.4% |
| 3M | -16.9% | -11.9% | -5.0% | -16.8% |
| 6M | -11.5% | +81.1% | -92.7% | -14.1% |
| YTD | -12.8% | +80.0% | -92.8% | -15.6% |
| 1Y | -17.1% | +145.8% | -162.9% | -21.1% |
| 3Y | -9.6% | +475.9% | -485.5% | -22.9% |
| All | -49.3% | +187.3% | -236.6% | -57.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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