+780.7%
GOOG vs CCI
+23.6%
+757.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.4% | -0.8% | +0.9% |
| 7D | 0.0% | -0.3% | +0.3% | +0.1% |
| 30D | -2.0% | +2.2% | -4.2% | -2.6% |
| 3M | -5.9% | -16.9% | +11.0% | -1.3% |
| 6M | +8.9% | -11.5% | +20.4% | +11.9% |
| YTD | +7.1% | -12.8% | +19.9% | +10.0% |
| 1Y | +39.7% | -17.1% | +56.8% | +45.2% |
| 3Y | +145.8% | -9.6% | +155.5% | +138.1% |
| 5Y | +138.6% | -48.9% | +187.5% | +187.1% |
| All | +780.7% | +23.6% | +757.1% | +711.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling