-5.3%
PINS vs CCI
+30.5%
-35.9%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.6% | -1.6% | -3.8% |
| 7D | -2.1% | -0.1% | -2.0% | -1.9% |
| 30D | -6.6% | +28.4% | -35.0% | -6.4% |
| All | -5.3% | +30.5% | -35.9% | -5.1% |
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 1mo: 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…
1mo analysis · Full analysis span regression · Available span rolling