+158.3%
CAT vs CCI
+12.1%
+146.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -0.8% |
| 7D | +7.4% | +2.5% | +4.9% | +7.5% |
| 30D | -19.7% | +14.4% | -34.1% | -19.5% |
| 3M | -29.6% | +21.7% | -51.3% | -29.4% |
| 6M | -33.2% | +4.0% | -37.2% | -32.6% |
| YTD | +5.7% | +6.2% | -0.6% | +6.0% |
| 1Y | +9.3% | +5.4% | +3.9% | +9.8% |
| 3Y | +158.3% | +11.7% | +146.6% | +146.9% |
| All | +158.3% | +12.1% | +146.2% | +146.9% |
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