+34.0%
KR vs CCI
-12.4%
+46.4%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.6% | +1.3% |
| 7D | -2.7% | -4.4% | +1.7% | -1.6% |
| 30D | +1.9% | +0.3% | +1.6% | +1.8% |
| 3M | -11.0% | -20.0% | +8.9% | -6.3% |
| 6M | -20.2% | -14.5% | -5.7% | -17.4% |
| YTD | -7.3% | -14.9% | +7.6% | -4.1% |
| 1Y | -13.1% | -17.7% | +4.5% | -9.6% |
| All | +34.0% | -12.4% | +46.4% | +40.1% |
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