+392.6%
ASX vs CCI
-10.5%
+403.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.1% | -0.1% |
| 7D | -0.7% | -0.4% | -0.3% | -0.8% |
| 30D | +2.0% | +2.7% | -0.7% | +2.5% |
| 3M | -1.3% | -18.2% | +16.9% | -3.2% |
| 6M | +71.4% | -14.8% | +86.2% | +68.9% |
| YTD | +135.3% | -12.6% | +147.9% | +132.3% |
| 1Y | +267.5% | -16.7% | +284.2% | +261.7% |
| All | +392.6% | -10.5% | +403.2% | +370.7% |
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