+516.7%
CAH vs CCI
-35.6%
+552.3%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.2% | +1.0% |
| 7D | +3.5% | +2.5% | +0.9% | +3.3% |
| 30D | +13.5% | +14.4% | -1.0% | +12.3% |
| 3M | +21.8% | +21.7% | +0.2% | +19.9% |
| 6M | +51.5% | +4.0% | +47.5% | +51.2% |
| YTD | +38.1% | +6.2% | +31.9% | +37.3% |
| 1Y | +37.7% | +5.4% | +32.3% | +37.0% |
| 3Y | +179.6% | +11.7% | +167.9% | +173.7% |
| All | +516.7% | -35.6% | +552.3% | +559.4% |
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 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