+359.1%
PCAR vs CCI
+17.2%
+341.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -1.9% | -1.8% |
| 7D | 0.0% | +0.2% | -0.1% | 0.0% |
| 30D | -7.7% | +0.5% | -8.2% | -7.9% |
| 3M | +3.7% | -16.3% | +20.0% | +7.5% |
| 6M | +2.3% | -13.9% | +16.3% | +5.1% |
| YTD | +12.8% | -12.4% | +25.2% | +15.1% |
| 1Y | +27.8% | -15.2% | +42.9% | +31.2% |
| 3Y | +61.8% | -9.9% | +71.7% | +59.7% |
| 5Y | +168.2% | -50.8% | +219.0% | +210.0% |
| 10Y | +359.1% | +18.3% | +340.8% | +363.1% |
| All | +359.1% | +17.2% | +341.9% | +363.1% |
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 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