+1,070.2%
CCI vs M
+97.4%
+972.8%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +8.1% | -9.0% | -2.5% |
| 7D | +0.9% | +2.5% | -1.6% | +0.3% |
| 30D | +10.3% | +10.1% | +0.2% | +7.9% |
| 3M | +17.9% | -0.9% | +18.8% | +17.6% |
| 6M | -0.5% | +30.2% | -30.6% | -6.6% |
| YTD | +2.7% | +16.3% | -13.6% | -2.1% |
| 1Y | +3.1% | +27.0% | -23.8% | -3.7% |
| 3Y | +8.0% | +154.5% | -146.5% | -19.0% |
| 5Y | -37.8% | -1.1% | -36.7% | -46.3% |
| 10Y | +56.5% | +0.5% | +56.0% | +6.9% |
| All | +1,070.2% | +97.4% | +972.8% | +342.7% |
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