+1,080.4%
CCI vs M
+82.6%
+997.9%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.6% | +2.0% | -1.6% |
| 7D | -0.1% | -4.3% | +4.2% | +0.8% |
| 30D | +28.4% | +1.3% | +27.1% | +27.9% |
| 3M | +20.0% | -7.4% | +27.3% | +21.5% |
| 6M | +0.8% | +18.3% | -17.6% | -3.5% |
| YTD | +3.6% | +7.6% | -4.0% | +0.5% |
| 1Y | +6.1% | +17.4% | -11.3% | +0.8% |
| 3Y | +7.2% | +108.4% | -101.1% | -15.9% |
| 5Y | -37.0% | -10.6% | -26.4% | -44.4% |
| 10Y | +54.2% | -3.2% | +57.3% | +5.5% |
| All | +1,080.4% | +82.6% | +997.9% | +354.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling