-24.5%
KVUE vs CCI
-23.5%
-1.0%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.4% | -2.4% | -0.6% |
| 7D | -5.1% | -0.3% | -4.8% | -5.1% |
| 30D | -6.3% | +2.2% | -8.6% | -6.8% |
| 3M | -0.5% | -16.9% | +16.4% | +3.3% |
| 6M | +3.1% | -11.5% | +14.6% | +5.4% |
| YTD | +6.7% | -12.8% | +19.5% | +9.0% |
| 1Y | -1.1% | -17.1% | +15.9% | +2.3% |
| 3Y | -8.7% | -9.6% | +0.9% | -4.5% |
| All | -24.5% | -23.5% | -1.0% | -22.2% |
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