-49.3%
CCI vs SPXU
-86.1%
+36.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.4% | +4.8% | +2.0% |
| 7D | -0.3% | +2.5% | -2.8% | +0.2% |
| 30D | +2.2% | +4.2% | -2.0% | +3.0% |
| 3M | -16.9% | -9.3% | -7.6% | -18.1% |
| 6M | -11.5% | -30.7% | +19.2% | -16.6% |
| YTD | -12.8% | -28.1% | +15.3% | -17.1% |
| 1Y | -17.1% | -35.2% | +18.2% | -22.4% |
| 3Y | -9.6% | -79.9% | +70.3% | -32.1% |
| All | -49.3% | -86.1% | +36.8% | -61.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 5y: compounded portfolio wealth divided by compounded SPXU 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…
5y analysis · Full analysis span regression · 6 months rolling