+13,444.1%
GOOG vs CCI
+821.9%
+12,622.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.8% | -0.4% |
| 7D | -2.1% | -0.4% | -1.7% | -2.0% |
| 30D | -6.8% | +2.7% | -9.5% | -7.8% |
| 3M | -9.1% | -18.2% | +9.1% | -3.0% |
| 6M | +10.7% | -14.8% | +25.5% | +16.1% |
| YTD | +7.1% | -12.6% | +19.7% | +10.6% |
| 1Y | +44.6% | -16.7% | +61.4% | +51.5% |
| 3Y | +147.4% | -10.5% | +157.9% | +142.0% |
| 5Y | +133.8% | -51.4% | +185.2% | +187.7% |
| 10Y | +777.5% | +20.0% | +757.5% | +628.4% |
| All | +13,444.1% | +821.9% | +12,622.2% | +5,730.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling