+214.8%
B vs CCI
+67.9%
+146.9%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -1.9% | -1.0% |
| 7D | -7.3% | +2.5% | -9.8% | -7.9% |
| 30D | -3.3% | +14.4% | -17.8% | -6.7% |
| 3M | -7.8% | +21.7% | -29.4% | -12.5% |
| 6M | -15.5% | +4.0% | -19.6% | -17.1% |
| YTD | -12.3% | +6.2% | -18.5% | -14.7% |
| 1Y | +5.4% | +5.4% | 0.0% | +2.6% |
| 3Y | +165.5% | +11.7% | +153.8% | +152.3% |
| 5Y | +107.0% | -35.6% | +142.7% | +123.6% |
| All | +214.8% | +67.9% | +146.9% | +157.3% |
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