+842.6%
ASX vs CCI
+51.6%
+791.0%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -0.9% | +9.5% | +8.8% |
| 7D | -12.3% | +0.9% | -13.2% | -12.5% |
| 30D | -26.0% | +10.3% | -36.3% | -27.6% |
| 3M | -8.1% | +17.9% | -26.0% | -11.5% |
| 6M | +1.4% | -0.5% | +1.9% | +0.3% |
| YTD | +115.6% | +2.7% | +112.9% | +110.2% |
| 1Y | +128.0% | +3.1% | +124.9% | +122.0% |
| 3Y | +371.4% | +8.0% | +363.4% | +332.4% |
| 5Y | +469.4% | -37.8% | +507.2% | +536.4% |
| 10Y | +842.6% | +56.5% | +786.1% | +738.2% |
| All | +842.6% | +51.6% | +791.0% | +738.2% |
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