-46.9%
PINS vs CCI
-14.4%
-32.5%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.3% |
| 7D | -5.2% | +0.2% | -5.4% | -5.2% |
| 30D | -14.9% | +0.5% | -15.5% | -15.0% |
| 3M | -8.4% | -16.3% | +7.9% | -9.2% |
| 6M | +0.6% | -13.9% | +14.6% | -0.1% |
| YTD | -22.2% | -12.4% | -9.8% | -22.9% |
| 1Y | -46.9% | -15.2% | -31.7% | -46.6% |
| All | -46.9% | -14.4% | -32.5% | -46.6% |
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