+3.6%
GOOG vs CCI
+7.6%
-4.0%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +6.5% | -3.2% | +2.8% |
| 7D | -10.7% | +5.0% | -15.8% | -11.1% |
| 30D | -16.4% | +36.4% | -52.8% | -18.8% |
| 3M | -23.4% | +20.4% | -43.8% | -24.6% |
| 6M | -24.2% | +4.9% | -29.1% | -24.8% |
| YTD | -8.3% | +7.8% | -16.0% | -8.6% |
| 1Y | +3.6% | +7.3% | -3.7% | +3.4% |
| All | +3.6% | +7.6% | -4.0% | +3.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling