-25.3%
CCL vs CI
-8.0%
-17.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.8% | +0.5% | -1.2% |
| 7D | -0.1% | -2.0% | +1.9% | 0.0% |
| 30D | -20.0% | -1.8% | -18.2% | -19.9% |
| 3M | -13.7% | -4.2% | -9.4% | -13.4% |
| 6M | -9.0% | +2.7% | -11.7% | -9.6% |
| YTD | -22.8% | +1.9% | -24.7% | -23.1% |
| 1Y | -25.3% | -6.3% | -19.1% | -25.8% |
| All | -25.3% | -8.0% | -17.3% | -25.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling