+201.5%
CAT vs CCI
-10.5%
+212.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.9% | +3.6% | +1.8% |
| 7D | +1.7% | -0.4% | +2.1% | +1.7% |
| 30D | -6.6% | +2.7% | -9.3% | -6.6% |
| 3M | -13.3% | -18.2% | +4.9% | -12.0% |
| 6M | +11.6% | -14.8% | +26.4% | +12.6% |
| YTD | +42.9% | -12.6% | +55.5% | +43.4% |
| 1Y | +95.4% | -16.7% | +112.2% | +96.9% |
| All | +201.5% | -10.5% | +212.0% | +192.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling