+193.4%
B vs CCI
+17.2%
+176.3%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.6% | -1.5% |
| 7D | +2.3% | +0.2% | +2.1% | +2.3% |
| 30D | +1.4% | +0.5% | +0.8% | +1.3% |
| 3M | +12.2% | -16.3% | +28.5% | +17.1% |
| 6M | -2.1% | -13.9% | +11.8% | +1.1% |
| YTD | +2.9% | -12.4% | +15.4% | +5.5% |
| 1Y | +55.3% | -15.2% | +70.5% | +60.4% |
| 3Y | +198.7% | -9.9% | +208.6% | +200.0% |
| 5Y | +153.8% | -50.8% | +204.6% | +196.0% |
| 10Y | +193.4% | +18.3% | +175.1% | +168.7% |
| All | +193.4% | +17.2% | +176.3% | +168.7% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling