-28.5%
CCL vs CI
+158.0%
-186.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.7% | +3.5% | +3.8% |
| 7D | +3.1% | +0.1% | +2.9% | +3.1% |
| 30D | +17.5% | +4.7% | +12.9% | +14.7% |
| 3M | +6.8% | +5.2% | +1.6% | +3.9% |
| 6M | +18.7% | +3.8% | +14.9% | +15.0% |
| YTD | +3.0% | +9.2% | -6.2% | -3.5% |
| 1Y | +17.7% | +14.3% | +3.5% | +7.7% |
| 3Y | +155.6% | +8.4% | +147.2% | +114.9% |
| 5Y | +30.2% | +50.0% | -19.9% | -17.1% |
| 10Y | -28.5% | +142.2% | -170.7% | -62.8% |
| All | -28.5% | +158.0% | -186.5% | -62.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 CI 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