+23.4%
REGN vs CCI
-49.3%
+72.7%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.4% | -3.9% | -1.9% |
| 7D | -5.6% | -0.3% | -5.3% | -5.6% |
| 30D | -2.0% | +2.2% | -4.2% | -2.3% |
| 3M | +28.0% | -16.9% | +44.8% | +31.6% |
| 6M | +1.2% | -11.5% | +12.7% | +2.8% |
| YTD | +1.6% | -12.8% | +14.5% | +3.3% |
| 1Y | +38.2% | -17.1% | +55.3% | +41.5% |
| 3Y | -5.4% | -9.6% | +4.3% | -6.5% |
| All | +23.4% | -49.3% | +72.7% | +40.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling