+1,251.0%
BE vs CCI
-50.2%
+1,301.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +0.2% | +9.4% | +9.6% |
| 7D | +29.8% | +0.2% | +29.6% | +29.7% |
| 30D | +26.4% | +0.5% | +25.9% | +26.1% |
| 3M | +9.3% | -16.3% | +25.6% | +15.4% |
| 6M | +105.1% | -13.9% | +119.0% | +111.3% |
| YTD | +219.0% | -12.4% | +231.5% | +220.1% |
| 1Y | +418.8% | -15.2% | +433.9% | +430.6% |
| 3Y | +1,784.6% | -9.9% | +1,794.4% | +1,644.1% |
| 5Y | +1,251.0% | -50.8% | +1,301.8% | +1,744.8% |
| All | +1,251.0% | -50.2% | +1,301.2% | +1,744.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling