-36.9%
CCI vs CMS
+32.6%
-69.5%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.1% | -0.5% | -1.0% |
| 7D | -0.1% | -1.3% | +1.2% | +1.0% |
| 30D | +28.4% | +6.3% | +22.1% | +22.3% |
| 3M | +20.0% | -2.1% | +22.0% | +21.7% |
| 6M | +0.8% | -5.1% | +5.9% | +4.6% |
| YTD | +3.6% | +1.3% | +2.4% | +2.0% |
| 1Y | +6.1% | -1.4% | +7.5% | +6.6% |
| 3Y | +7.2% | +36.9% | -29.7% | -16.8% |
| All | -36.9% | +32.6% | -69.5% | -49.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling