+1,047.9%
CCL vs CI
+7,937.0%
-6,889.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.6% | +3.1% | +1.4% |
| 7D | +3.1% | -1.6% | +4.7% | +3.7% |
| 30D | +13.7% | +5.4% | +8.3% | +11.5% |
| 3M | +3.8% | +7.3% | -3.4% | +1.1% |
| 6M | +9.3% | +5.3% | +4.0% | +6.3% |
| YTD | -1.1% | +8.5% | -9.6% | -5.2% |
| 1Y | +14.6% | +17.1% | -2.6% | +6.9% |
| 3Y | +146.4% | +1.4% | +145.0% | +128.8% |
| 5Y | +21.9% | +50.5% | -28.6% | -3.5% |
| 10Y | -29.4% | +168.5% | -198.0% | -52.9% |
| All | +1,047.9% | +7,937.0% | -6,889.0% | +66.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling