+1.6%
KMB vs CCI
+6.3%
-4.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.6% | +0.7% | -1.3% |
| 7D | +0.5% | -0.1% | +0.6% | +0.5% |
| 30D | +12.4% | +28.4% | -16.0% | +6.5% |
| 3M | +1.0% | +20.0% | -19.0% | -2.8% |
| 6M | +12.1% | +0.8% | +11.4% | +11.9% |
| YTD | +11.6% | +3.6% | +8.0% | +10.2% |
| 1Y | +13.1% | +6.1% | +7.0% | +10.7% |
| 3Y | +1.6% | +7.2% | -5.6% | +2.3% |
| All | +1.6% | +6.3% | -4.7% | +2.3% |
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