+64.7%
CCI vs M
-3.0%
+67.7%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.2% | +1.7% |
| 7D | +3.2% | +5.0% | -1.8% | +2.9% |
| 30D | +12.2% | +10.6% | +1.6% | +11.4% |
| 3M | +23.1% | +1.6% | +21.6% | +22.9% |
| 6M | +1.3% | +30.8% | -29.6% | -0.6% |
| YTD | +4.5% | +16.9% | -12.4% | +3.1% |
| 1Y | +2.3% | +26.3% | -24.0% | +0.4% |
| 3Y | +9.8% | +158.6% | -148.8% | +0.9% |
| 5Y | -36.5% | +2.1% | -38.6% | -39.1% |
| 10Y | +64.7% | -4.3% | +69.0% | +40.3% |
| All | +64.7% | -3.0% | +67.7% | +40.3% |
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