+231.7%
PLD vs CCI
+51.9%
+179.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.6% | +1.3% | +0.2% |
| 7D | -0.8% | -0.1% | -0.7% | -0.9% |
| 30D | -0.3% | +28.4% | -28.7% | -14.8% |
| 3M | -8.0% | +20.0% | -28.0% | -18.4% |
| 6M | -9.8% | +0.8% | -10.6% | -12.3% |
| YTD | +1.8% | +3.6% | -1.8% | -4.0% |
| 1Y | +5.6% | +6.1% | -0.5% | -2.2% |
| 3Y | +33.3% | +7.2% | +26.1% | +17.7% |
| 5Y | +0.3% | -37.0% | +37.3% | +27.2% |
| All | +231.7% | +51.9% | +179.7% | +154.1% |
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 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