+475.2%
CCI vs EFV
+256.4%
+218.8%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.7% |
| 7D | +0.2% | +1.0% | -0.8% | -0.5% |
| 30D | +0.5% | +0.2% | +0.3% | +0.4% |
| 3M | -16.3% | +9.6% | -25.9% | -21.7% |
| 6M | -13.9% | +14.0% | -28.0% | -21.9% |
| YTD | -12.4% | +18.5% | -30.9% | -22.7% |
| 1Y | -15.2% | +27.9% | -43.1% | -29.1% |
| 3Y | -9.9% | +92.4% | -102.3% | -44.1% |
| 5Y | -50.8% | +97.2% | -148.0% | -70.4% |
| 10Y | +18.3% | +163.0% | -144.7% | -44.8% |
| All | +475.2% | +256.4% | +218.8% | +108.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling