-36.6%
CCI vs EL
-64.6%
+27.9%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.7% |
| 7D | +3.2% | +7.6% | -4.4% | +1.8% |
| 30D | +12.2% | +15.7% | -3.5% | +9.3% |
| 3M | +23.1% | +30.5% | -7.4% | +17.2% |
| 6M | +1.3% | +32.5% | -31.3% | -4.2% |
| YTD | +4.5% | +9.4% | -5.0% | +1.8% |
| 1Y | +2.3% | +28.4% | -26.0% | -3.1% |
| 3Y | +9.8% | +4.4% | +5.4% | +4.3% |
| All | -36.6% | -64.6% | +27.9% | -18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 5y: compounded portfolio wealth divided by compounded EL 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…
5y analysis · Full analysis span regression · 6 months rolling