-1.1%
CCI vs SN
+650.0%
-651.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.0% | +3.7% | +0.8% |
| 7D | -1.4% | +1.4% | -2.8% | -1.4% |
| 30D | +12.7% | +16.6% | -3.9% | +12.4% |
| 3M | +23.0% | +18.3% | +4.7% | +22.7% |
| 6M | +0.6% | +103.1% | -102.5% | -1.2% |
| YTD | +4.9% | +96.7% | -91.8% | +3.1% |
| 1Y | +0.7% | +134.3% | -133.7% | -1.3% |
| 3Y | +10.2% | +425.2% | -415.0% | +1.2% |
| All | -1.1% | +650.0% | -651.1% | -9.1% |
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