+4,126.8%
CCI vs NDAQ
+2,627.5%
+1,499.3%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.4% | +1.3% |
| 7D | +2.5% | +1.3% | +1.3% | +2.1% |
| 30D | +14.4% | +18.0% | -3.5% | +8.6% |
| 3M | +21.7% | +11.5% | +10.2% | +17.5% |
| 6M | +4.0% | +21.1% | -17.1% | -2.3% |
| YTD | +6.2% | +12.8% | -6.6% | +1.4% |
| 1Y | +5.4% | +25.7% | -20.3% | -2.7% |
| 3Y | +11.7% | +116.8% | -105.1% | -13.8% |
| 5Y | -35.6% | +67.3% | -102.9% | -46.6% |
| 10Y | +68.7% | +473.3% | -404.6% | -3.1% |
| All | +4,126.8% | +2,627.5% | +1,499.3% | +1,612.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 NDAQ 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