+323.4%
B vs CCI
+905.5%
-582.1%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.9% | -0.4% | -2.1% |
| 7D | -1.6% | -0.4% | -1.2% | -1.6% |
| 30D | +9.4% | +2.7% | +6.7% | +9.2% |
| 3M | +5.0% | -18.2% | +23.2% | +6.4% |
| 6M | -3.5% | -14.8% | +11.2% | -2.6% |
| YTD | +4.5% | -12.6% | +17.1% | +5.2% |
| 1Y | +67.8% | -16.7% | +84.5% | +69.5% |
| 3Y | +196.7% | -10.5% | +207.2% | +197.8% |
| 5Y | +151.9% | -51.4% | +203.3% | +162.1% |
| 10Y | +202.2% | +20.0% | +182.1% | +198.8% |
| All | +323.4% | +905.5% | -582.1% | +293.9% |
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