+94.1%
CRH vs CCI
-49.3%
+143.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.4% | -1.4% | +0.4% |
| 7D | -6.1% | -0.3% | -5.8% | -6.0% |
| 30D | -9.3% | +2.2% | -11.5% | -9.8% |
| 3M | -15.2% | -16.9% | +1.7% | -11.5% |
| 6M | -14.2% | -11.5% | -2.7% | -12.1% |
| YTD | -28.3% | -12.8% | -15.4% | -26.5% |
| 1Y | -21.8% | -17.1% | -4.7% | -18.9% |
| 3Y | +71.6% | -9.6% | +81.3% | +67.4% |
| All | +94.1% | -49.3% | +143.4% | +132.4% |
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 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