+11,791.0%
GOOGL vs CCI
+1,020.3%
+10,770.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -1.4% |
| 7D | +3.9% | +2.5% | +1.3% | +3.0% |
| 30D | -14.9% | +14.4% | -29.3% | -19.1% |
| 3M | -14.6% | +21.7% | -36.2% | -20.9% |
| 6M | -26.4% | +4.0% | -30.5% | -28.5% |
| YTD | -5.3% | +6.2% | -11.5% | -9.5% |
| 1Y | +6.5% | +5.4% | +1.0% | +1.9% |
| 3Y | +126.0% | +11.7% | +114.3% | +103.0% |
| 5Y | +100.8% | -35.6% | +136.5% | +121.4% |
| 10Y | +673.8% | +68.7% | +605.1% | +461.9% |
| All | +11,791.0% | +1,020.3% | +10,770.7% | +4,638.4% |
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