+112.0%
IBM vs CCI
-50.2%
+162.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.2% |
| 7D | +0.3% | +0.2% | +0.1% | +0.3% |
| 30D | -1.5% | +0.5% | -2.0% | -1.6% |
| 3M | -16.8% | -16.3% | -0.5% | -14.0% |
| 6M | -9.0% | -13.9% | +4.9% | -6.7% |
| YTD | -20.1% | -12.4% | -7.6% | -18.5% |
| 1Y | -7.0% | -15.2% | +8.2% | -4.7% |
| 3Y | +72.4% | -9.9% | +82.3% | +71.4% |
| 5Y | +112.0% | -50.8% | +162.8% | +140.2% |
| All | +112.0% | -50.2% | +162.2% | +140.2% |
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 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