-17.5%
PINS vs CCI
-14.8%
-2.7%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.4% |
| 7D | -5.2% | +0.2% | -5.4% | -5.3% |
| 30D | -14.9% | +0.5% | -15.5% | -15.2% |
| 3M | -8.4% | -16.3% | +7.9% | -1.9% |
| 6M | +0.6% | -13.9% | +14.6% | +5.9% |
| YTD | -22.2% | -12.4% | -9.8% | -19.6% |
| 1Y | -46.9% | -15.2% | -31.7% | -44.5% |
| 3Y | -26.9% | -9.9% | -17.0% | -31.2% |
| 5Y | -63.0% | -50.8% | -12.1% | -50.0% |
| All | -17.5% | -14.8% | -2.7% | -4.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling