+105.9%
CB vs CCI
-36.6%
+142.5%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.3% |
| 7D | 0.0% | -1.4% | +1.4% | +0.3% |
| 30D | +7.4% | +12.7% | -5.3% | +5.1% |
| 3M | +8.6% | +23.0% | -14.4% | +4.4% |
| 6M | +16.1% | +0.6% | +15.5% | +15.8% |
| YTD | +20.2% | +4.9% | +15.3% | +18.4% |
| 1Y | +27.2% | +0.7% | +26.5% | +26.4% |
| 3Y | +72.7% | +10.2% | +62.5% | +66.6% |
| 5Y | +105.9% | -36.4% | +142.4% | +120.4% |
| All | +105.9% | -36.6% | +142.5% | +120.4% |
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 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