+24.0%
INTC vs CCI
-36.6%
+60.6%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.7% | -3.8% | -2.3% |
| 7D | -4.0% | +3.2% | -7.2% | -4.4% |
| 30D | -44.5% | +12.2% | -56.7% | -45.2% |
| 3M | -40.4% | +23.1% | -63.5% | -41.9% |
| 6M | -53.5% | +1.3% | -54.7% | -53.4% |
| YTD | +57.5% | +4.5% | +53.1% | +55.3% |
| 1Y | +51.2% | +2.3% | +48.9% | +49.9% |
| 3Y | +51.6% | +9.8% | +41.8% | +40.8% |
| All | +24.0% | -36.6% | +60.6% | +34.8% |
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