+807.8%
CCL vs CI
+7,591.2%
-6,783.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.6% |
| 7D | -5.0% | +1.3% | -6.4% | -5.5% |
| 30D | -20.3% | +4.4% | -24.8% | -21.6% |
| 3M | -15.1% | +0.7% | -15.8% | -15.7% |
| 6M | -15.1% | +0.3% | -15.5% | -16.0% |
| YTD | -21.8% | +3.8% | -25.6% | -23.7% |
| 1Y | -24.8% | -5.5% | -19.3% | -25.1% |
| 3Y | +51.9% | +8.1% | +43.8% | +37.4% |
| 5Y | +4.0% | +42.8% | -38.8% | -15.9% |
| 10Y | -42.2% | +143.9% | -186.1% | -60.2% |
| All | +807.8% | +7,591.2% | -6,783.5% | +34.1% |
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