+55.3%
BE vs CCI
+7.6%
+47.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +6.5% | -12.8% | -3.4% |
| 7D | -12.1% | +5.0% | -17.2% | -9.9% |
| 30D | -30.1% | +36.4% | -66.5% | -19.7% |
| 3M | -12.1% | +20.4% | -32.6% | -6.2% |
| 6M | -30.6% | +4.9% | -35.5% | -26.8% |
| YTD | +130.6% | +7.8% | +122.9% | +147.2% |
| 1Y | +55.3% | +7.3% | +48.0% | +70.6% |
| All | +55.3% | +7.6% | +47.7% | +70.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling