+72.8%
HCA vs CCI
-49.3%
+122.1%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.4% | -1.0% | +0.7% |
| 7D | +5.4% | -0.3% | +5.7% | +5.5% |
| 30D | +3.0% | +2.2% | +0.7% | +2.3% |
| 3M | +13.0% | -16.9% | +29.9% | +18.8% |
| 6M | -20.3% | -11.5% | -8.7% | -18.0% |
| YTD | -8.2% | -12.8% | +4.6% | -5.7% |
| 1Y | +6.7% | -17.1% | +23.8% | +11.3% |
| 3Y | +60.4% | -9.6% | +70.0% | +57.4% |
| All | +72.8% | -49.3% | +122.1% | +114.1% |
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