+96.8%
HBAN vs CCI
+907.3%
-810.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.6% |
| 7D | +2.1% | +0.2% | +1.9% | +2.0% |
| 30D | -4.5% | +0.5% | -5.0% | -4.6% |
| 3M | +2.6% | -16.3% | +18.8% | +6.2% |
| 6M | +4.7% | -13.9% | +18.7% | +7.6% |
| YTD | -1.5% | -12.4% | +10.9% | +0.4% |
| 1Y | -1.9% | -15.2% | +13.3% | +0.5% |
| 3Y | +75.2% | -9.9% | +85.1% | +75.1% |
| 5Y | +37.2% | -50.8% | +88.0% | +54.6% |
| 10Y | +156.6% | +18.3% | +138.3% | +136.8% |
| All | +96.8% | +907.3% | -810.5% | +22.2% |
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