+11,908.8%
GOOGL vs CCI
+1,006.3%
+10,902.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.7% | +1.1% | +1.5% |
| 7D | +5.7% | -1.4% | +7.1% | +6.2% |
| 30D | -15.6% | +12.7% | -28.3% | -19.3% |
| 3M | -13.0% | +23.0% | -36.0% | -19.8% |
| 6M | -22.8% | +0.6% | -23.4% | -24.1% |
| YTD | -4.4% | +4.9% | -9.3% | -8.2% |
| 1Y | +4.5% | +0.7% | +3.8% | +1.7% |
| 3Y | +127.4% | +10.2% | +117.2% | +105.3% |
| 5Y | +102.8% | -36.4% | +139.3% | +124.6% |
| 10Y | +681.5% | +66.6% | +614.8% | +470.0% |
| All | +11,908.8% | +1,006.3% | +10,902.5% | +4,706.6% |
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