+858.4%
ASX vs CCI
+18.0%
+840.5%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.1% | +0.6% |
| 7D | -0.7% | -0.4% | -0.3% | -0.6% |
| 30D | +2.0% | +2.7% | -0.7% | +1.4% |
| 3M | -1.3% | -18.2% | +16.9% | +2.5% |
| 6M | +71.4% | -14.8% | +86.2% | +75.4% |
| YTD | +135.3% | -12.6% | +147.9% | +138.1% |
| 1Y | +267.5% | -16.7% | +284.2% | +275.6% |
| 3Y | +388.5% | -10.5% | +399.0% | +368.8% |
| 5Y | +417.1% | -51.4% | +468.5% | +520.5% |
| All | +858.4% | +18.0% | +840.5% | +803.4% |
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