+895.8%
CCI vs CMS
+282.5%
+613.3%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.7% | -1.8% |
| 7D | -0.4% | +0.4% | -0.8% | -0.5% |
| 30D | +2.7% | -3.6% | +6.3% | +4.2% |
| 3M | -18.2% | -1.9% | -16.3% | -17.6% |
| 6M | -14.8% | -11.0% | -3.8% | -10.7% |
| YTD | -12.6% | +0.2% | -12.8% | -12.7% |
| 1Y | -16.7% | -1.3% | -15.4% | -16.4% |
| 3Y | -10.5% | +35.9% | -46.4% | -20.5% |
| 5Y | -51.4% | +23.1% | -74.5% | -55.0% |
| 10Y | +20.0% | +117.9% | -97.9% | -8.6% |
| All | +895.8% | +282.5% | +613.3% | +374.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling