+578.5%
CCI vs CF
+5,277.9%
-4,699.5%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +6.2% | -7.5% | -2.5% |
| 7D | +2.4% | +0.4% | +2.0% | +2.2% |
| 30D | +33.2% | +2.2% | +31.0% | +32.4% |
| 3M | +25.0% | +2.1% | +22.8% | +23.9% |
| 6M | +4.8% | -6.5% | +11.3% | +5.3% |
| YTD | +6.4% | +55.6% | -49.2% | -4.5% |
| 1Y | +6.5% | +42.3% | -35.8% | -2.8% |
| 3Y | +8.6% | +55.7% | -47.1% | -4.6% |
| 5Y | -35.3% | +122.4% | -157.7% | -49.3% |
| 10Y | +58.2% | +568.5% | -510.3% | -12.6% |
| All | +578.5% | +5,277.9% | -4,699.5% | +108.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling