+214.5%
BAC vs CCI
+65.8%
+148.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.5% |
| 7D | +1.5% | -1.4% | +2.9% | +1.9% |
| 30D | -6.4% | +12.7% | -19.1% | -9.9% |
| 3M | -21.7% | +23.0% | -44.7% | -26.9% |
| 6M | +0.5% | +0.6% | -0.1% | -0.6% |
| YTD | -6.7% | +4.9% | -11.6% | -9.8% |
| 1Y | -4.7% | +0.7% | -5.3% | -6.5% |
| 3Y | +96.1% | +10.2% | +85.9% | +80.0% |
| 5Y | +21.7% | -36.4% | +58.1% | +36.2% |
| All | +214.5% | +65.8% | +148.6% | +245.6% |
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