+18.7%
HPQ vs CCI
-18.8%
+37.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.9% | +4.1% | +2.6% |
| 7D | +6.9% | -0.4% | +7.4% | +7.0% |
| 30D | +14.4% | +2.7% | +11.8% | +13.8% |
| 3M | +25.6% | -18.2% | +43.8% | +28.9% |
| 6M | +75.0% | -14.8% | +89.8% | +79.0% |
| YTD | +50.7% | -12.6% | +63.3% | +52.2% |
| 1Y | +18.7% | -16.7% | +35.4% | +18.7% |
| All | +18.7% | -18.8% | +37.4% | +18.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling