-25.4%
CCI vs SITM
+4,507.3%
-4,532.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +0.3% |
| 7D | +0.2% | +8.4% | -8.2% | -0.3% |
| 30D | +0.5% | -17.4% | +17.9% | +1.5% |
| 3M | -16.3% | -9.8% | -6.4% | -16.4% |
| 6M | -13.9% | +83.0% | -96.9% | -18.6% |
| YTD | -12.4% | +69.6% | -82.0% | -17.2% |
| 1Y | -15.2% | +144.9% | -160.1% | -22.5% |
| 3Y | -9.9% | +429.9% | -439.7% | -27.5% |
| 5Y | -50.8% | +169.2% | -220.0% | -60.4% |
| All | -25.4% | +4,507.3% | -4,532.7% | -59.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling