+180.2%
CAH vs CCI
-10.8%
+191.0%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | -0.2% |
| 7D | -2.2% | -0.3% | -2.0% | -2.2% |
| 30D | +1.2% | +2.1% | -0.9% | +1.1% |
| 3M | +13.1% | -17.8% | +30.9% | +14.1% |
| 6M | +8.5% | -14.2% | +22.6% | +9.1% |
| YTD | +17.6% | -13.3% | +31.0% | +18.5% |
| 1Y | +60.7% | -16.6% | +77.3% | +62.3% |
| All | +180.2% | -10.8% | +191.0% | +186.6% |
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