+69.3%
CCI vs CF
+479.1%
-409.8%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.1% | +1.3% |
| 7D | +2.5% | +4.8% | -2.3% | +2.0% |
| 30D | +14.4% | +4.7% | +9.7% | +13.8% |
| 3M | +21.7% | +7.4% | +14.3% | +20.6% |
| 6M | +4.0% | +0.6% | +3.4% | +3.7% |
| YTD | +6.2% | +64.1% | -57.9% | -0.7% |
| 1Y | +5.4% | +51.4% | -46.0% | -0.5% |
| 3Y | +11.7% | +67.8% | -56.1% | +2.9% |
| 5Y | -35.6% | +114.1% | -149.8% | -43.8% |
| All | +69.3% | +479.1% | -409.8% | +28.9% |
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