-16.0%
PCG vs CCI
+7.6%
-23.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.5% | -5.6% | -0.5% |
| 7D | +1.9% | +5.0% | -3.1% | +0.8% |
| 30D | +8.5% | +36.4% | -27.9% | +0.5% |
| 3M | -22.9% | +20.4% | -43.3% | -26.4% |
| 6M | -16.8% | +4.9% | -21.7% | -18.2% |
| YTD | -15.8% | +7.8% | -23.6% | -17.9% |
| 1Y | -16.0% | +7.3% | -23.3% | -18.2% |
| All | -16.0% | +7.6% | -23.6% | -18.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling