+402.2%
CAH vs CCI
-51.2%
+453.4%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | -0.1% |
| 7D | -2.2% | -0.3% | -2.0% | -2.2% |
| 30D | +1.2% | +2.1% | -0.9% | +1.0% |
| 3M | +13.1% | -17.8% | +30.9% | +15.2% |
| 6M | +8.5% | -14.2% | +22.6% | +9.9% |
| YTD | +17.6% | -13.3% | +31.0% | +18.9% |
| 1Y | +60.7% | -16.6% | +77.3% | +63.2% |
| 3Y | +183.2% | -10.8% | +194.0% | +182.5% |
| 5Y | +402.2% | -50.3% | +452.5% | +439.7% |
| All | +402.2% | -51.2% | +453.4% | +439.7% |
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