+220.1%
C vs CCI
+51.6%
+168.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.9% | +3.3% | +2.7% |
| 7D | -0.9% | +0.9% | -1.8% | -1.2% |
| 30D | -5.4% | +10.3% | -15.7% | -8.3% |
| 3M | -9.2% | +17.9% | -27.0% | -14.0% |
| 6M | -1.8% | -0.5% | -1.4% | -2.7% |
| YTD | +6.7% | +2.7% | +4.0% | +3.7% |
| 1Y | +23.5% | +3.1% | +20.4% | +19.8% |
| 3Y | +219.8% | +8.0% | +211.8% | +192.5% |
| 5Y | +112.4% | -37.8% | +150.2% | +140.2% |
| 10Y | +220.1% | +56.5% | +163.6% | +230.2% |
| All | +220.1% | +51.6% | +168.5% | +230.2% |
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