-8.8%
C vs CCI
+905.5%
-914.2%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.5% | +0.2% |
| 7D | +3.6% | -0.4% | +4.0% | +3.7% |
| 30D | +0.1% | +2.7% | -2.6% | -0.8% |
| 3M | +2.4% | -18.2% | +20.6% | +7.8% |
| 6M | +24.9% | -14.8% | +39.7% | +29.4% |
| YTD | +19.8% | -12.6% | +32.4% | +22.6% |
| 1Y | +44.9% | -16.7% | +61.6% | +50.1% |
| 3Y | +263.0% | -10.5% | +273.5% | +260.4% |
| 5Y | +129.5% | -51.4% | +180.9% | +168.7% |
| 10Y | +291.6% | +20.0% | +271.6% | +248.9% |
| All | -8.8% | +905.5% | -914.2% | -59.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling