-10.2%
CCI vs EFV
+88.7%
-98.9%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.6% |
| 7D | -0.3% | -0.5% | +0.2% | 0.0% |
| 30D | +2.1% | 0.0% | +2.1% | +2.1% |
| 3M | -17.8% | +8.4% | -26.3% | -21.4% |
| 6M | -14.2% | +12.3% | -26.5% | -19.7% |
| YTD | -13.3% | +17.4% | -30.7% | -21.1% |
| 1Y | -16.6% | +27.1% | -43.7% | -27.5% |
| All | -10.2% | +88.7% | -98.9% | -43.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling