+218.9%
CB vs CCI
+18.0%
+201.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.9% | -0.1% | -1.3% |
| 7D | +0.5% | -0.4% | +0.9% | +0.6% |
| 30D | -3.1% | +2.7% | -5.8% | -3.9% |
| 3M | +9.0% | -18.2% | +27.2% | +15.7% |
| 6M | +2.9% | -14.8% | +17.6% | +7.4% |
| YTD | +10.1% | -12.6% | +22.7% | +13.5% |
| 1Y | +22.8% | -16.7% | +39.5% | +28.4% |
| 3Y | +73.8% | -10.5% | +84.3% | +73.1% |
| 5Y | +99.2% | -51.4% | +150.6% | +147.2% |
| All | +218.9% | +18.0% | +201.0% | +204.4% |
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