+71.6%
CRH vs CCI
-10.3%
+81.9%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.4% | -1.4% | +0.8% |
| 7D | -6.1% | -0.3% | -5.8% | -6.0% |
| 30D | -9.3% | +2.2% | -11.5% | -9.5% |
| 3M | -15.2% | -16.9% | +1.7% | -13.5% |
| 6M | -14.2% | -11.5% | -2.7% | -13.2% |
| YTD | -28.3% | -12.8% | -15.4% | -27.4% |
| 1Y | -21.8% | -17.1% | -4.7% | -20.4% |
| 3Y | +71.6% | -9.6% | +81.3% | +75.4% |
| All | +71.6% | -10.3% | +81.9% | +75.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling