+223.5%
C vs CCI
+51.9%
+171.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.6% | +3.1% | +1.3% |
| 7D | -2.4% | -0.1% | -2.3% | -2.4% |
| 30D | -6.0% | +28.4% | -34.4% | -13.1% |
| 3M | -10.5% | +20.0% | -30.5% | -15.7% |
| 6M | -5.7% | +0.8% | -6.5% | -6.9% |
| YTD | +4.1% | +3.6% | +0.5% | +1.0% |
| 1Y | +20.5% | +6.1% | +14.4% | +15.8% |
| 3Y | +208.1% | +7.2% | +200.9% | +183.4% |
| 5Y | +110.4% | -37.0% | +147.4% | +136.6% |
| All | +223.5% | +51.9% | +171.6% | +236.4% |
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