+138.0%
B vs CCI
-37.1%
+175.1%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.6% | +3.1% | +1.2% |
| 7D | +9.6% | -0.1% | +9.7% | +9.6% |
| 30D | +3.5% | +28.4% | -24.9% | -3.2% |
| 3M | -1.6% | +20.0% | -21.6% | -6.3% |
| 6M | -1.7% | +0.8% | -2.4% | -2.5% |
| YTD | -5.3% | +3.6% | -8.9% | -7.3% |
| 1Y | +27.2% | +6.1% | +21.1% | +23.6% |
| 3Y | +166.1% | +7.2% | +158.9% | +155.0% |
| All | +138.0% | -37.1% | +175.1% | +159.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling