+625.9%
PG vs CCI
+896.9%
-270.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.9% |
| 7D | -3.4% | -0.3% | -3.1% | -3.4% |
| 30D | -2.6% | +2.1% | -4.7% | -2.8% |
| 3M | -3.3% | -17.8% | +14.5% | -2.0% |
| 6M | -6.7% | -14.2% | +7.5% | -5.8% |
| YTD | +1.7% | -13.3% | +15.1% | +2.6% |
| 1Y | -7.9% | -16.6% | +8.7% | -6.9% |
| 3Y | +0.9% | -10.8% | +11.7% | +1.3% |
| 5Y | +12.6% | -50.3% | +63.0% | +17.5% |
| 10Y | +117.2% | +22.5% | +94.7% | +115.4% |
| All | +625.9% | +896.9% | -270.9% | +545.7% |
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 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