+97.7%
GOOG vs CCI
-35.6%
+133.3%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.2% | -1.2% |
| 7D | +3.0% | +2.5% | +0.5% | +2.6% |
| 30D | -14.9% | +14.4% | -29.3% | -16.8% |
| 3M | -14.9% | +21.7% | -36.6% | -17.8% |
| 6M | -26.6% | +4.0% | -30.6% | -27.4% |
| YTD | -6.6% | +6.2% | -12.8% | -8.2% |
| 1Y | +5.1% | +5.4% | -0.3% | +3.3% |
| 3Y | +121.0% | +11.7% | +109.2% | +103.1% |
| All | +97.7% | -35.6% | +133.3% | +129.9% |
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