+283.8%
B vs CCI
+1,091.9%
-808.1%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.6% | +3.1% | +0.7% |
| 7D | +9.6% | -0.1% | +9.7% | +9.6% |
| 30D | +3.5% | +28.4% | -24.9% | +1.6% |
| 3M | -1.6% | +20.0% | -21.6% | -2.9% |
| 6M | -1.7% | +0.8% | -2.4% | -1.9% |
| YTD | -5.3% | +3.6% | -8.9% | -5.9% |
| 1Y | +27.2% | +6.1% | +21.1% | +26.3% |
| 3Y | +166.1% | +7.2% | +158.9% | +163.6% |
| 5Y | +136.5% | -37.0% | +173.5% | +141.6% |
| 10Y | +172.2% | +54.2% | +118.1% | +164.6% |
| All | +283.8% | +1,091.9% | -808.1% | +252.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling