+41.1%
HPQ vs CCI
-50.8%
+91.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.7% | +2.8% | +1.4% |
| 7D | +3.5% | -4.4% | +7.9% | +4.5% |
| 30D | +13.7% | +0.3% | +13.4% | +13.5% |
| 3M | +33.9% | -20.0% | +53.8% | +40.4% |
| 6M | +80.9% | -14.5% | +95.4% | +86.6% |
| YTD | +52.6% | -14.9% | +67.4% | +57.1% |
| 1Y | +21.2% | -17.7% | +38.9% | +25.6% |
| 3Y | +26.9% | -12.4% | +39.2% | +24.8% |
| 5Y | +41.1% | -50.1% | +91.3% | +52.9% |
| All | +41.1% | -50.8% | +91.9% | +52.9% |
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