+11.7%
CCI vs CMS
+39.2%
-27.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.4% | 0.0% |
| 7D | +2.5% | +1.7% | +0.8% | +1.2% |
| 30D | +14.4% | +6.2% | +8.2% | +9.2% |
| 3M | +21.7% | +0.6% | +21.1% | +20.9% |
| 6M | +4.0% | -1.8% | +5.8% | +5.2% |
| YTD | +6.2% | +3.8% | +2.4% | +2.6% |
| 1Y | +5.4% | -1.8% | +7.2% | +6.5% |
| 3Y | +11.7% | +39.8% | -28.1% | -13.0% |
| All | +11.7% | +39.2% | -27.5% | -13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 3y: compounded portfolio wealth divided by compounded CMS 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…
3y analysis · Full analysis span regression · 6 months rolling