+293.0%
PCAR vs CCI
+51.6%
+241.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.9% | +4.5% | +3.9% |
| 7D | +2.9% | +0.9% | +2.0% | +2.7% |
| 30D | -2.1% | +10.3% | -12.4% | -4.3% |
| 3M | -20.4% | +17.9% | -38.2% | -23.4% |
| 6M | -7.0% | -0.5% | -6.5% | -7.5% |
| YTD | -2.6% | +2.7% | -5.3% | -4.3% |
| 1Y | +9.8% | +3.1% | +6.6% | +7.7% |
| 3Y | +37.3% | +8.0% | +29.3% | +29.8% |
| 5Y | +116.4% | -37.8% | +154.2% | +136.3% |
| 10Y | +293.0% | +56.5% | +236.4% | +276.3% |
| All | +293.0% | +51.6% | +241.3% | +276.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling