+137.7%
GOOGL vs CCI
-50.2%
+187.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | +1.1% | +0.2% | +0.9% | +1.0% |
| 30D | -4.4% | +0.5% | -4.9% | -4.5% |
| 3M | -6.8% | -16.3% | +9.5% | -4.2% |
| 6M | +13.6% | -13.9% | +27.5% | +16.0% |
| YTD | +8.3% | -12.4% | +20.7% | +10.1% |
| 1Y | +44.9% | -15.2% | +60.1% | +47.9% |
| 3Y | +150.5% | -9.9% | +160.3% | +140.7% |
| 5Y | +137.7% | -50.8% | +188.6% | +201.0% |
| All | +137.7% | -50.2% | +187.9% | +201.0% |
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 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