-35.5%
PINS vs CCI
+7.6%
-43.1%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +6.5% | -2.2% | +3.7% |
| 7D | +1.4% | +5.0% | -3.6% | +1.0% |
| 30D | +5.8% | +36.4% | -30.6% | +2.5% |
| 3M | -17.0% | +20.4% | -37.5% | -19.0% |
| 6M | +1.8% | +4.9% | -3.1% | -1.8% |
| YTD | -18.0% | +7.8% | -25.8% | -20.9% |
| 1Y | -35.5% | +7.3% | -42.8% | -37.7% |
| All | -35.5% | +7.6% | -43.1% | -37.7% |
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 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