+65.4%
CCI vs CF
+485.9%
-420.4%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.4% |
| 7D | -3.4% | +10.4% | -13.7% | -4.3% |
| 30D | +9.9% | +7.6% | +2.4% | +9.1% |
| 3M | +22.7% | +5.2% | +17.5% | +21.9% |
| 6M | +0.8% | -0.1% | +0.9% | +0.5% |
| YTD | +4.1% | +61.7% | -57.5% | -2.4% |
| 1Y | -0.6% | +50.3% | -50.9% | -6.2% |
| 3Y | +9.4% | +66.0% | -56.5% | +0.9% |
| 5Y | -36.8% | +114.5% | -151.4% | -44.9% |
| 10Y | +65.4% | +471.5% | -406.1% | +26.5% |
| All | +65.4% | +485.9% | -420.4% | +26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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