+33.9%
CCL vs CI
+49.5%
-15.7%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.4% |
| 7D | -1.2% | +1.2% | -2.3% | -1.4% |
| 30D | +13.1% | +2.6% | +10.6% | +12.7% |
| 3M | +3.4% | +7.4% | -4.1% | +2.2% |
| 6M | +18.7% | -0.1% | +18.8% | +18.4% |
| YTD | -2.3% | +9.7% | -12.0% | -4.2% |
| 1Y | +14.2% | +12.1% | +2.1% | +11.6% |
| 3Y | +133.6% | +7.0% | +126.6% | +121.6% |
| All | +33.9% | +49.5% | -15.7% | -10.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling