+127.0%
BP vs CCI
+59.7%
+67.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.8% | -0.4% |
| 7D | -6.3% | +3.2% | -9.5% | -7.0% |
| 30D | -3.6% | +12.2% | -15.8% | -6.1% |
| 3M | +5.2% | +23.1% | -17.9% | +0.2% |
| 6M | +5.3% | +1.3% | +4.1% | +4.4% |
| YTD | +33.1% | +4.5% | +28.6% | +30.5% |
| 1Y | +26.3% | +2.3% | +24.0% | +24.3% |
| 3Y | +47.5% | +9.8% | +37.7% | +40.0% |
| 5Y | +106.2% | -36.5% | +142.7% | +123.2% |
| 10Y | +127.0% | +64.7% | +62.3% | +114.5% |
| All | +127.0% | +59.7% | +67.2% | +114.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling