+1,080.4%
CCI vs ES
+1,047.6%
+32.9%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.9% | +0.3% | -1.1% |
| 7D | -0.1% | +1.9% | -2.0% | -1.1% |
| 30D | +28.4% | +7.1% | +21.3% | +23.8% |
| 3M | +20.0% | -1.9% | +21.9% | +21.1% |
| 6M | +0.8% | +4.4% | -3.6% | -1.7% |
| YTD | +3.6% | +7.3% | -3.7% | -0.6% |
| 1Y | +6.1% | +2.1% | +4.0% | +3.6% |
| 3Y | +7.2% | +41.8% | -34.6% | -13.4% |
| 5Y | -37.0% | +1.4% | -38.4% | -39.4% |
| 10Y | +54.2% | +86.8% | -32.6% | +6.8% |
| All | +1,080.4% | +1,047.6% | +32.9% | +193.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling