+37.0%
HPQ vs CCI
-10.3%
+47.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +2.4% | +6.0% | +8.1% |
| 7D | +9.8% | -0.3% | +10.0% | +9.8% |
| 30D | +22.4% | +2.2% | +20.1% | +21.9% |
| 3M | +45.2% | -16.9% | +62.0% | +47.9% |
| 6M | +96.4% | -11.5% | +108.0% | +98.8% |
| YTD | +65.4% | -12.8% | +78.2% | +67.4% |
| 1Y | +31.6% | -17.1% | +48.7% | +33.6% |
| 3Y | +37.0% | -9.6% | +46.7% | +31.3% |
| All | +37.0% | -10.3% | +47.3% | +31.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling