+1,042.1%
CCL vs CI
+7,937.0%
-6,894.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.6% | +2.6% | +0.9% |
| 7D | +2.6% | -1.6% | +4.2% | +3.2% |
| 30D | +13.1% | +5.4% | +7.7% | +10.9% |
| 3M | +3.3% | +7.3% | -4.0% | +0.6% |
| 6M | +8.7% | +5.3% | +3.4% | +5.8% |
| YTD | -1.6% | +8.5% | -10.1% | -5.7% |
| 1Y | +14.0% | +17.1% | -3.1% | +6.4% |
| 3Y | +145.1% | +1.4% | +143.7% | +127.7% |
| 5Y | +21.2% | +50.5% | -29.2% | -3.9% |
| 10Y | -29.8% | +168.5% | -198.3% | -53.1% |
| All | +1,042.1% | +7,937.0% | -6,894.9% | +65.9% |
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