+183.3%
CAT vs CCI
-37.1%
+220.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.6% | +3.5% | +1.1% |
| 7D | -10.3% | -0.1% | -10.2% | -10.3% |
| 30D | -31.2% | +28.4% | -59.6% | -33.2% |
| 3M | -34.7% | +20.0% | -54.6% | -36.1% |
| 6M | -39.5% | +0.8% | -40.3% | -39.5% |
| YTD | -1.7% | +3.6% | -5.3% | -2.6% |
| 1Y | -1.1% | +6.1% | -7.2% | -2.4% |
| 3Y | +143.9% | +7.2% | +136.6% | +133.0% |
| All | +183.3% | -37.1% | +220.4% | +184.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling