+465.4%
BE vs CCI
-37.5%
+502.9%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -0.9% | +12.8% | +12.2% |
| 7D | -1.2% | +0.9% | -2.1% | -1.7% |
| 30D | -30.9% | +10.3% | -41.2% | -33.5% |
| 3M | -11.6% | +17.9% | -29.5% | -17.1% |
| 6M | -25.7% | -0.5% | -25.3% | -27.0% |
| YTD | +123.1% | +2.7% | +120.4% | +110.4% |
| 1Y | +43.4% | +3.1% | +40.3% | +35.6% |
| 3Y | +1,683.6% | +8.0% | +1,675.7% | +1,416.4% |
| 5Y | +465.4% | -37.8% | +503.2% | +621.3% |
| All | +465.4% | -37.5% | +502.9% | +621.3% |
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