+208.6%
B vs CCI
+59.7%
+148.9%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +1.7% | -7.8% | -6.5% |
| 7D | +7.1% | +3.2% | +3.9% | +6.3% |
| 30D | -3.3% | +12.2% | -15.5% | -6.2% |
| 3M | -2.5% | +23.1% | -25.7% | -7.8% |
| 6M | -7.2% | +1.3% | -8.5% | -8.3% |
| YTD | -7.4% | +4.5% | -11.8% | -9.6% |
| 1Y | +16.4% | +2.3% | +14.1% | +14.2% |
| 3Y | +178.7% | +9.8% | +168.9% | +165.9% |
| 5Y | +121.7% | -36.5% | +158.2% | +140.4% |
| 10Y | +208.6% | +64.7% | +143.9% | +147.5% |
| All | +208.6% | +59.7% | +148.9% | +147.5% |
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 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