-21.7%
PCG vs CCI
+1,102.0%
-1,123.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.0% | +0.5% |
| 7D | -0.5% | +3.2% | -3.7% | -0.8% |
| 30D | +0.8% | +12.2% | -11.4% | -0.7% |
| 3M | -22.0% | +23.1% | -45.2% | -24.1% |
| 6M | -17.1% | +1.3% | -18.3% | -17.5% |
| YTD | -16.9% | +4.5% | -21.3% | -17.7% |
| 1Y | -19.1% | +2.3% | -21.4% | -19.7% |
| 3Y | -19.4% | +9.8% | -29.2% | -20.9% |
| 5Y | +9.0% | -36.5% | +45.5% | +13.2% |
| 10Y | -76.2% | +64.7% | -140.8% | -77.1% |
| All | -21.7% | +1,102.0% | -1,123.6% | -35.4% |
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