+737.9%
BE vs CCI
+17.1%
+720.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.0% | -0.3% | +13.3% | +13.1% |
| 7D | +4.5% | -3.4% | +7.9% | +5.9% |
| 30D | -20.1% | +9.9% | -30.1% | -24.0% |
| 3M | -0.8% | +22.7% | -23.5% | -10.3% |
| 6M | -26.2% | +0.8% | -27.0% | -29.1% |
| YTD | +141.1% | +4.1% | +136.9% | +122.2% |
| 1Y | +64.8% | -0.6% | +65.5% | +57.2% |
| 3Y | +1,887.4% | +9.4% | +1,877.9% | +1,600.2% |
| 5Y | +518.1% | -36.8% | +554.9% | +650.8% |
| All | +737.9% | +17.1% | +720.7% | +805.6% |
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 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