+977.1%
BE vs CCI
-2.5%
+979.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.0% | -1.8% | -2.4% |
| 7D | +23.9% | -0.3% | +24.2% | +24.1% |
| 30D | +27.8% | +2.1% | +25.7% | +26.6% |
| 3M | +3.7% | -17.8% | +21.6% | +10.9% |
| 6M | +78.0% | -14.2% | +92.1% | +83.9% |
| YTD | +209.9% | -13.3% | +223.3% | +212.9% |
| 1Y | +389.6% | -16.6% | +406.2% | +405.6% |
| 3Y | +1,730.6% | -10.8% | +1,741.4% | +1,637.9% |
| 5Y | +1,227.8% | -50.3% | +1,278.1% | +1,719.9% |
| All | +977.1% | -2.5% | +979.6% | +1,175.2% |
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