+1,696.0%
CB vs CCI
+1,091.9%
+604.1%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.6% | +0.8% | -1.4% |
| 7D | +0.2% | -0.1% | +0.3% | +0.2% |
| 30D | +9.1% | +28.4% | -19.3% | +4.3% |
| 3M | +3.4% | +20.0% | -16.6% | 0.0% |
| 6M | +14.1% | +0.8% | +13.3% | +13.2% |
| YTD | +18.0% | +3.6% | +14.4% | +16.2% |
| 1Y | +30.1% | +6.1% | +24.0% | +27.6% |
| 3Y | +71.8% | +7.2% | +64.6% | +66.9% |
| 5Y | +101.8% | -37.0% | +138.8% | +112.0% |
| 10Y | +252.1% | +54.2% | +198.0% | +221.5% |
| All | +1,696.0% | +1,091.9% | +604.1% | +967.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling