+216.1%
C vs CCI
+10.7%
+205.4%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.1% |
| 7D | +4.7% | -1.4% | +6.1% | +4.8% |
| 30D | +0.2% | +12.7% | -12.6% | -0.1% |
| 3M | -9.3% | +23.0% | -32.3% | -9.7% |
| 6M | -0.8% | +0.6% | -1.4% | -0.8% |
| YTD | +8.5% | +4.9% | +3.6% | +8.3% |
| 1Y | +23.1% | +0.7% | +22.4% | +23.1% |
| All | +216.1% | +10.7% | +205.4% | +197.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling