+1,683.6%
BE vs CCI
+6.5%
+1,677.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -0.9% | +12.8% | +11.8% |
| 7D | -1.2% | +0.9% | -2.1% | -1.0% |
| 30D | -30.9% | +10.3% | -41.2% | -30.2% |
| 3M | -11.6% | +17.9% | -29.5% | -11.0% |
| 6M | -25.7% | -0.5% | -25.3% | -24.3% |
| YTD | +123.1% | +2.7% | +120.4% | +123.9% |
| 1Y | +43.4% | +3.1% | +40.3% | +44.6% |
| 3Y | +1,683.6% | +8.0% | +1,675.7% | +1,358.0% |
| All | +1,683.6% | +6.5% | +1,677.1% | +1,358.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling