+243.0%
CB vs CCI
+51.6%
+191.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.4% | -0.2% |
| 7D | -1.5% | +0.9% | -2.4% | -1.8% |
| 30D | +6.5% | +10.3% | -3.8% | +3.2% |
| 3M | +4.1% | +17.9% | -13.8% | -1.7% |
| 6M | +14.4% | -0.5% | +14.9% | +13.5% |
| YTD | +17.5% | +2.7% | +14.8% | +14.6% |
| 1Y | +27.5% | +3.1% | +24.4% | +24.1% |
| 3Y | +71.6% | +8.0% | +63.6% | +60.6% |
| 5Y | +100.6% | -37.8% | +138.4% | +127.5% |
| 10Y | +243.0% | +56.5% | +186.5% | +201.0% |
| All | +243.0% | +51.6% | +191.4% | +201.0% |
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