+240.3%
PLD vs CCI
+17.2%
+223.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.7% |
| 7D | -0.9% | +0.2% | -1.0% | -1.0% |
| 30D | -1.2% | +0.5% | -1.7% | -1.6% |
| 3M | -2.3% | -16.3% | +14.0% | +7.6% |
| 6M | +4.5% | -13.9% | +18.5% | +12.3% |
| YTD | +10.1% | -12.4% | +22.6% | +16.0% |
| 1Y | +25.9% | -15.2% | +41.1% | +34.7% |
| 3Y | +24.4% | -9.9% | +34.3% | +23.0% |
| 5Y | +15.5% | -50.8% | +66.3% | +72.9% |
| 10Y | +240.3% | +18.3% | +222.0% | +205.4% |
| All | +240.3% | +17.2% | +223.1% | +205.4% |
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