+67.1%
CCI vs ES
+96.6%
-29.5%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.2% |
| 7D | -1.4% | -1.1% | -0.3% | -0.8% |
| 30D | +12.7% | +8.2% | +4.5% | +7.7% |
| 3M | +23.0% | +0.6% | +22.4% | +22.4% |
| 6M | +0.6% | +6.0% | -5.4% | -2.9% |
| YTD | +4.9% | +9.3% | -4.5% | -0.9% |
| 1Y | +0.7% | +1.1% | -0.4% | -1.4% |
| 3Y | +10.2% | +51.9% | -41.7% | -17.0% |
| 5Y | -36.4% | +6.5% | -42.9% | -40.7% |
| All | +67.1% | +96.6% | -29.5% | +16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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