+85.4%
BE vs CCI
+2.5%
+82.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.3% | -6.2% | -4.3% |
| 7D | +10.8% | +2.5% | +8.3% | +12.4% |
| 30D | -19.8% | +14.4% | -34.2% | -13.0% |
| 3M | -18.7% | +21.7% | -40.4% | -11.6% |
| 6M | -33.7% | +4.0% | -37.8% | -30.5% |
| YTD | +121.0% | +6.2% | +114.7% | +140.7% |
| 1Y | +85.4% | +5.4% | +80.0% | +110.6% |
| All | +85.4% | +2.5% | +82.9% | +110.6% |
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