+2.9%
PCG vs CCI
-14.4%
+17.3%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.2% | +3.5% | +3.6% |
| 7D | +5.4% | +0.2% | +5.2% | +5.4% |
| 30D | -15.1% | +0.5% | -15.6% | -15.3% |
| 3M | -9.8% | -16.3% | +6.5% | -5.9% |
| 6M | -18.0% | -13.9% | -4.1% | -14.9% |
| YTD | -7.2% | -12.4% | +5.2% | -4.2% |
| 1Y | +2.9% | -15.2% | +18.0% | +8.0% |
| All | +2.9% | -14.4% | +17.3% | +8.0% |
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