-1.3%
KMB vs CCI
-35.6%
+34.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.3% | +0.8% | +1.8% |
| 7D | +0.9% | +2.5% | -1.6% | +0.4% |
| 30D | +10.1% | +14.4% | -4.3% | +6.8% |
| 3M | 0.0% | +21.7% | -21.6% | -4.4% |
| 6M | +15.7% | +4.0% | +11.7% | +14.2% |
| YTD | +12.6% | +6.2% | +6.4% | +10.1% |
| 1Y | +10.1% | +5.4% | +4.7% | +7.8% |
| 3Y | +2.1% | +11.7% | -9.6% | -2.1% |
| All | -1.3% | -35.6% | +34.3% | +5.7% |
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