+207.2%
C vs CCI
+65.8%
+141.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.3% |
| 7D | +4.7% | -1.4% | +6.1% | +5.1% |
| 30D | +0.2% | +12.7% | -12.6% | -3.6% |
| 3M | -9.3% | +23.0% | -32.3% | -15.3% |
| 6M | -0.8% | +0.6% | -1.4% | -2.0% |
| YTD | +8.5% | +4.9% | +3.6% | +4.8% |
| 1Y | +23.1% | +0.7% | +22.4% | +20.6% |
| 3Y | +220.8% | +10.2% | +210.6% | +191.4% |
| 5Y | +112.4% | -36.4% | +148.8% | +138.9% |
| All | +207.2% | +65.8% | +141.3% | +205.4% |
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