+421.5%
CARR vs CCI
-27.5%
+449.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.4% | -0.9% | +0.7% |
| 7D | -3.8% | -0.3% | -3.5% | -3.7% |
| 30D | -8.9% | +2.2% | -11.1% | -9.5% |
| 3M | -17.3% | -16.9% | -0.4% | -12.9% |
| 6M | -1.4% | -11.5% | +10.1% | +1.2% |
| YTD | +10.0% | -12.8% | +22.8% | +13.1% |
| 1Y | -6.4% | -17.1% | +10.7% | -2.2% |
| 3Y | +1.5% | -9.6% | +11.2% | -0.5% |
| 5Y | +9.3% | -48.9% | +58.2% | +33.6% |
| All | +421.5% | -27.5% | +449.0% | +404.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling