+939.0%
ASX vs CCI
+64.4%
+874.6%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.7% | +1.5% | +2.9% |
| 7D | -9.1% | +3.2% | -12.3% | -9.8% |
| 30D | -23.6% | +12.2% | -35.8% | -25.5% |
| 3M | -5.6% | +23.1% | -28.8% | -9.9% |
| 6M | +4.7% | +1.3% | +3.4% | +3.2% |
| YTD | +122.6% | +4.5% | +118.1% | +116.3% |
| 1Y | +133.0% | +2.3% | +130.7% | +127.7% |
| 3Y | +367.1% | +9.8% | +357.3% | +327.2% |
| 5Y | +504.7% | -36.5% | +541.3% | +572.8% |
| All | +939.0% | +64.4% | +874.6% | +833.9% |
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