-50.7%
CCI vs ES
-5.6%
-45.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.5% |
| 7D | -0.4% | +0.3% | -0.7% | -0.6% |
| 30D | +2.7% | -2.0% | +4.7% | +3.8% |
| 3M | -18.2% | +1.7% | -19.9% | -19.0% |
| 6M | -14.8% | -3.5% | -11.2% | -13.3% |
| YTD | -12.6% | +7.9% | -20.5% | -16.6% |
| 1Y | -16.7% | +17.2% | -33.9% | -25.5% |
| 3Y | -10.5% | +29.3% | -39.8% | -26.6% |
| All | -50.7% | -5.6% | -45.0% | -49.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling