+69.3%
CCI vs M
-7.1%
+76.4%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.2% | +1.2% |
| 7D | +2.5% | +7.0% | -4.5% | +2.1% |
| 30D | +14.4% | +8.9% | +5.5% | +13.8% |
| 3M | +21.7% | +4.5% | +17.2% | +21.2% |
| 6M | +4.0% | +36.2% | -32.2% | +1.9% |
| YTD | +6.2% | +15.1% | -8.9% | +4.9% |
| 1Y | +5.4% | +27.4% | -22.0% | +3.4% |
| 3Y | +11.7% | +160.1% | -148.4% | +2.6% |
| 5Y | -35.6% | -1.6% | -34.1% | -38.1% |
| All | +69.3% | -7.1% | +76.4% | +45.5% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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