+197.7%
B vs CCI
+16.9%
+180.8%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.9% | -0.4% | -1.7% |
| 7D | -1.6% | -0.4% | -1.2% | -1.5% |
| 30D | +9.4% | +2.7% | +6.7% | +8.7% |
| 3M | +5.0% | -18.2% | +23.2% | +10.2% |
| 6M | -3.5% | -14.8% | +11.2% | -0.1% |
| YTD | +4.5% | -12.6% | +17.1% | +7.1% |
| 1Y | +67.8% | -16.7% | +84.5% | +74.1% |
| 3Y | +196.7% | -10.5% | +207.2% | +198.5% |
| 5Y | +151.9% | -51.4% | +203.3% | +194.8% |
| All | +197.7% | +16.9% | +180.8% | +172.7% |
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 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