+1,615.2%
PLD vs CCI
+905.5%
+709.7%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.1% | -0.3% |
| 7D | -2.4% | -0.4% | -2.0% | -2.3% |
| 30D | -2.4% | +2.7% | -5.1% | -3.1% |
| 3M | -3.8% | -18.2% | +14.4% | +0.8% |
| 6M | 0.0% | -14.8% | +14.8% | +3.5% |
| YTD | +9.2% | -12.6% | +21.8% | +12.0% |
| 1Y | +25.9% | -16.7% | +42.7% | +30.5% |
| 3Y | +21.3% | -10.5% | +31.8% | +22.9% |
| 5Y | +14.1% | -51.4% | +65.5% | +34.2% |
| 10Y | +237.9% | +20.0% | +217.8% | +229.8% |
| All | +1,615.2% | +905.5% | +709.7% | +1,045.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling