+130.7%
C vs CCI
-51.4%
+182.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.5% | 0.0% |
| 7D | +3.6% | -0.4% | +4.0% | +3.7% |
| 30D | +0.1% | +2.7% | -2.6% | -0.4% |
| 3M | +2.4% | -18.2% | +20.6% | +5.9% |
| 6M | +24.9% | -14.8% | +39.7% | +28.0% |
| YTD | +19.8% | -12.6% | +32.4% | +21.7% |
| 1Y | +44.9% | -16.7% | +61.6% | +48.6% |
| 3Y | +263.0% | -10.5% | +273.5% | +252.4% |
| All | +130.7% | -51.4% | +182.1% | +156.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling