+688.6%
CAT vs CCI
+67.9%
+620.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -1.1% |
| 7D | +7.4% | +2.5% | +4.9% | +6.9% |
| 30D | -19.7% | +14.4% | -34.1% | -22.1% |
| 3M | -29.6% | +21.7% | -51.3% | -32.9% |
| 6M | -33.2% | +4.0% | -37.2% | -34.4% |
| YTD | +5.7% | +6.2% | -0.6% | +2.7% |
| 1Y | +9.3% | +5.4% | +3.9% | +6.5% |
| 3Y | +158.3% | +11.7% | +146.6% | +140.4% |
| 5Y | +211.6% | -35.6% | +247.2% | +238.2% |
| All | +688.6% | +67.9% | +620.7% | +639.8% |
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