+22.4%
CCI vs EME
+1,362.1%
-1,339.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.3% | -2.0% | +1.9% |
| 7D | -0.3% | +3.5% | -3.8% | -0.7% |
| 30D | +2.2% | -6.3% | +8.6% | +2.9% |
| 3M | -16.9% | -3.8% | -13.1% | -16.9% |
| 6M | -11.5% | +8.5% | -20.0% | -13.5% |
| YTD | -12.8% | +27.8% | -40.6% | -17.1% |
| 1Y | -17.1% | +22.2% | -39.3% | -21.0% |
| 3Y | -9.6% | +253.5% | -263.1% | -33.2% |
| 5Y | -48.9% | +578.6% | -627.6% | -67.9% |
| All | +22.4% | +1,362.1% | -1,339.7% | -32.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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