+2,979.8%
ASX vs CCI
+394.0%
+2,585.7%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -2.6% | +9.0% | +7.1% |
| 7D | -19.9% | -0.1% | -19.8% | -20.0% |
| 30D | -30.9% | +28.4% | -59.3% | -35.6% |
| 3M | -15.1% | +20.0% | -35.1% | -19.5% |
| 6M | -6.5% | +0.8% | -7.2% | -8.5% |
| YTD | +98.4% | +3.6% | +94.8% | +91.5% |
| 1Y | +107.9% | +6.1% | +101.8% | +99.2% |
| 3Y | +325.3% | +7.2% | +318.1% | +295.4% |
| 5Y | +447.3% | -37.0% | +484.3% | +483.4% |
| 10Y | +763.2% | +54.2% | +709.0% | +608.4% |
| All | +2,979.8% | +394.0% | +2,585.7% | +1,332.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling