+4,373.6%
PGR vs CCI
+902.7%
+3,470.9%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.4% | -1.7% | +0.3% |
| 7D | -0.6% | -0.3% | -0.3% | -0.6% |
| 30D | +4.9% | +2.2% | +2.7% | +4.6% |
| 3M | +7.6% | -16.9% | +24.5% | +10.6% |
| 6M | +8.3% | -11.5% | +19.8% | +10.0% |
| YTD | +1.7% | -12.8% | +14.6% | +3.3% |
| 1Y | -6.8% | -17.1% | +10.2% | -4.7% |
| 3Y | +73.4% | -9.6% | +83.1% | +73.7% |
| 5Y | +161.2% | -48.9% | +210.2% | +183.3% |
| 10Y | +819.5% | +23.2% | +796.2% | +776.9% |
| All | +4,373.6% | +902.7% | +3,470.9% | +2,688.4% |
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