+140.7%
GOOG vs CCI
-10.8%
+151.5%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.0% | -2.1% |
| 7D | -1.6% | -0.3% | -1.3% | -1.6% |
| 30D | -7.7% | +2.1% | -9.8% | -7.6% |
| 3M | -9.3% | -17.8% | +8.5% | -10.0% |
| 6M | +7.4% | -14.2% | +21.6% | +6.7% |
| YTD | +4.9% | -13.3% | +18.2% | +4.4% |
| 1Y | +37.2% | -16.6% | +53.8% | +36.2% |
| All | +140.7% | -10.8% | +151.5% | +138.0% |
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