+31.8%
PCAR vs CCI
+6.3%
+25.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.6% | +0.2% | -2.3% |
| 7D | +0.1% | -0.1% | +0.2% | +0.1% |
| 30D | -4.6% | +28.4% | -33.0% | -5.6% |
| 3M | -22.6% | +20.0% | -42.6% | -23.1% |
| 6M | -12.0% | +0.8% | -12.7% | -11.7% |
| YTD | -6.1% | +3.6% | -9.7% | -6.0% |
| 1Y | +6.3% | +6.1% | +0.2% | +6.2% |
| 3Y | +31.8% | +7.2% | +24.6% | +26.7% |
| All | +31.8% | +6.3% | +25.5% | +26.7% |
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 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