-17.6%
CCI vs SN
+490.7%
-508.2%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.8% | -1.8% |
| 7D | -0.4% | -9.3% | +8.9% | -0.2% |
| 30D | +2.7% | -4.8% | +7.5% | +2.8% |
| 3M | -18.2% | +40.4% | -58.6% | -19.0% |
| 6M | -14.8% | +50.9% | -65.7% | -15.9% |
| YTD | -12.6% | +54.9% | -67.5% | -13.7% |
| 1Y | -16.7% | +43.0% | -59.8% | -17.7% |
| 3Y | -10.5% | +391.8% | -402.3% | -18.0% |
| All | -17.6% | +490.7% | -508.2% | -24.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling