+498.2%
ASX vs CCI
-36.6%
+534.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.7% | -4.8% | -4.1% |
| 7D | +22.1% | -1.4% | +23.5% | +22.2% |
| 30D | -23.8% | +12.7% | -36.5% | -24.1% |
| 3M | -7.6% | +23.0% | -30.6% | -8.5% |
| 6M | +6.9% | +0.6% | +6.3% | +7.2% |
| YTD | +127.7% | +4.9% | +122.8% | +126.3% |
| 1Y | +144.5% | +0.7% | +143.8% | +144.5% |
| 3Y | +377.8% | +10.2% | +367.6% | +349.2% |
| 5Y | +498.2% | -36.4% | +534.7% | +553.5% |
| All | +498.2% | -36.6% | +534.8% | +553.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling