+5.6%
CNC vs CCI
-49.3%
+54.9%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.4% | -0.8% | +1.0% |
| 7D | -0.9% | -0.3% | -0.6% | -0.9% |
| 30D | -1.0% | +2.2% | -3.2% | -1.6% |
| 3M | +4.5% | -16.9% | +21.4% | +9.4% |
| 6M | +85.2% | -11.5% | +96.8% | +90.2% |
| YTD | +61.4% | -12.8% | +74.3% | +66.0% |
| 1Y | +94.9% | -17.1% | +112.0% | +102.7% |
| 3Y | 0.0% | -9.6% | +9.6% | -0.3% |
| All | +5.6% | -49.3% | +54.9% | +20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CCI.
Daily Out/Under-Performance
Portfolio return minus CCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCI 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 CCI 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