+22.4%
CCI vs SU
+267.2%
-244.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.1% | +2.5% | +2.4% |
| 7D | -0.3% | +2.2% | -2.5% | -0.5% |
| 30D | +2.2% | +8.4% | -6.2% | +1.3% |
| 3M | -16.9% | +12.1% | -29.0% | -18.0% |
| 6M | -11.5% | +19.7% | -31.2% | -13.6% |
| YTD | -12.8% | +58.4% | -71.3% | -17.6% |
| 1Y | -17.1% | +67.2% | -84.3% | -22.1% |
| 3Y | -9.6% | +125.0% | -134.7% | -18.8% |
| 5Y | -48.9% | +355.1% | -404.0% | -58.4% |
| All | +22.4% | +267.2% | -244.8% | -4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 SU 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