-18.3%
CCI vs SN
+476.8%
-495.0%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.3% | +2.3% | -1.0% |
| 7D | -0.3% | -3.4% | +3.1% | -0.2% |
| 30D | +2.1% | -9.1% | +11.2% | +2.3% |
| 3M | -17.8% | +31.8% | -49.6% | -18.5% |
| 6M | -14.2% | +52.0% | -66.2% | -15.3% |
| YTD | -13.3% | +51.3% | -64.6% | -14.4% |
| 1Y | -16.6% | +46.9% | -63.5% | -17.6% |
| 3Y | -10.8% | +394.9% | -405.7% | -18.4% |
| All | -18.3% | +476.8% | -495.0% | -24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 10y: compounded portfolio wealth divided by compounded SN 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…
10y analysis · Full analysis span regression · 6 months rolling