+1,331.3%
CAH vs CCI
+1,121.9%
+209.4%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.2% | +0.9% |
| 7D | +3.5% | +2.5% | +0.9% | +3.2% |
| 30D | +13.5% | +14.4% | -1.0% | +11.6% |
| 3M | +21.8% | +21.7% | +0.2% | +18.8% |
| 6M | +51.5% | +4.0% | +47.5% | +50.1% |
| YTD | +38.1% | +6.2% | +31.9% | +36.0% |
| 1Y | +37.7% | +5.4% | +32.3% | +35.8% |
| 3Y | +179.6% | +11.7% | +167.9% | +172.0% |
| 5Y | +504.9% | -35.6% | +540.6% | +523.3% |
| 10Y | +418.6% | +68.7% | +349.8% | +380.1% |
| All | +1,331.3% | +1,121.9% | +209.4% | +877.6% |
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 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