+1,090.4%
CCI vs ED
+830.0%
+260.4%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +1.0% | +1.4% |
| 7D | +3.2% | +2.1% | +1.1% | +2.2% |
| 30D | +12.2% | +12.4% | -0.2% | +5.9% |
| 3M | +23.1% | +13.1% | +10.0% | +15.8% |
| 6M | +1.3% | +14.1% | -12.8% | -5.1% |
| YTD | +4.5% | +23.1% | -18.6% | -5.7% |
| 1Y | +2.3% | +25.4% | -23.1% | -8.7% |
| 3Y | +9.8% | +47.9% | -38.1% | -9.2% |
| 5Y | -36.5% | +81.9% | -118.4% | -52.1% |
| 10Y | +64.7% | +141.3% | -76.6% | +10.0% |
| All | +1,090.4% | +830.0% | +260.4% | +485.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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