+13,507.3%
GOOGL vs CCI
+821.9%
+12,685.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.7% | -0.5% |
| 7D | -2.3% | -0.4% | -1.9% | -2.1% |
| 30D | -6.6% | +2.7% | -9.2% | -7.5% |
| 3M | -8.9% | -18.2% | +9.3% | -2.8% |
| 6M | +11.9% | -14.8% | +26.7% | +17.3% |
| YTD | +8.3% | -12.6% | +20.9% | +11.9% |
| 1Y | +46.2% | -16.7% | +63.0% | +53.1% |
| 3Y | +151.9% | -10.5% | +162.4% | +146.2% |
| 5Y | +137.7% | -51.4% | +189.1% | +192.5% |
| 10Y | +757.6% | +20.0% | +737.5% | +611.8% |
| All | +13,507.3% | +821.9% | +12,685.4% | +5,757.5% |
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