-38.7%
PINS vs CCI
+6.3%
-44.9%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.6% | -1.6% | -4.2% |
| 7D | -2.1% | -0.1% | -2.0% | -2.1% |
| 30D | -6.6% | +28.4% | -35.0% | -6.5% |
| 3M | -18.7% | +20.0% | -38.7% | -18.8% |
| 6M | -10.4% | +0.8% | -11.2% | -11.8% |
| YTD | -26.8% | +3.6% | -30.4% | -27.6% |
| 1Y | -27.9% | +6.1% | -33.9% | -28.5% |
| 3Y | -38.7% | +7.2% | -45.9% | -44.2% |
| All | -38.7% | +6.3% | -44.9% | -44.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling