+5,555.4%
PCAR vs CCI
+905.5%
+4,649.9%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.0% | +0.5% |
| 7D | -0.5% | -0.4% | -0.1% | -0.4% |
| 30D | -6.2% | +2.7% | -8.9% | -6.7% |
| 3M | +5.9% | -18.2% | +24.1% | +9.7% |
| 6M | +0.4% | -14.8% | +15.2% | +3.0% |
| YTD | +14.8% | -12.6% | +27.4% | +16.9% |
| 1Y | +30.1% | -16.7% | +46.8% | +33.6% |
| 3Y | +66.7% | -10.5% | +77.2% | +66.4% |
| 5Y | +166.1% | -51.4% | +217.5% | +196.9% |
| 10Y | +353.7% | +20.0% | +333.6% | +317.0% |
| All | +5,555.4% | +905.5% | +4,649.9% | +3,100.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling