+22.4%
CCI vs EFV
+169.9%
-147.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.1% | +1.3% | +1.8% |
| 7D | -0.3% | -0.8% | +0.5% | +0.2% |
| 30D | +2.2% | +0.6% | +1.6% | +1.9% |
| 3M | -16.9% | +7.5% | -24.4% | -20.3% |
| 6M | -11.5% | +13.0% | -24.6% | -17.8% |
| YTD | -12.8% | +18.3% | -31.2% | -21.2% |
| 1Y | -17.1% | +26.7% | -43.8% | -28.0% |
| 3Y | -9.6% | +89.6% | -99.2% | -38.4% |
| 5Y | -48.9% | +98.2% | -147.2% | -66.4% |
| All | +22.4% | +169.9% | -147.5% | -37.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 10y: compounded portfolio wealth divided by compounded EFV 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…
10y analysis · Full analysis span regression · 6 months rolling