+14.4%
SGOV vs CCI
-10.3%
+24.7%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.3% | 0.0% |
| 7D | 0.0% | -0.3% | +0.3% | 0.0% |
| 30D | +0.3% | +2.2% | -1.9% | +0.3% |
| 3M | +0.9% | -16.9% | +17.8% | +1.0% |
| 6M | +1.8% | -11.5% | +13.4% | +1.9% |
| YTD | +2.5% | -12.8% | +15.4% | +2.6% |
| 1Y | +3.8% | -17.1% | +20.9% | +3.8% |
| 3Y | +14.4% | -9.6% | +24.0% | +14.4% |
| All | +14.4% | -10.3% | +24.7% | +14.4% |
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 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