+911.5%
BE vs CCI
-1.7%
+913.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.9% | +9.2% | +8.1% |
| 7D | +20.0% | -0.4% | +20.4% | +20.2% |
| 30D | +7.9% | +2.7% | +5.2% | +6.6% |
| 3M | -13.2% | -18.2% | +5.0% | -6.9% |
| 6M | +53.5% | -14.8% | +68.2% | +59.2% |
| YTD | +191.0% | -12.6% | +203.6% | +192.7% |
| 1Y | +360.5% | -16.7% | +377.3% | +377.1% |
| 3Y | +1,568.0% | -10.5% | +1,578.5% | +1,482.9% |
| 5Y | +1,055.2% | -51.4% | +1,106.6% | +1,505.1% |
| All | +911.5% | -1.7% | +913.2% | +1,092.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling