-36.3%
CCI vs SPXU
-83.3%
+46.9%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.2% | +0.1% | +1.5% |
| 7D | +2.5% | -7.6% | +10.1% | +1.2% |
| 30D | +14.4% | +5.3% | +9.1% | +15.7% |
| 3M | +21.7% | +9.6% | +12.0% | +24.2% |
| 6M | +4.0% | -4.5% | +8.6% | +3.9% |
| YTD | +6.2% | -25.9% | +32.1% | +1.9% |
| 1Y | +5.4% | -28.9% | +34.3% | +0.5% |
| 3Y | +11.7% | -80.5% | +92.2% | -17.5% |
| All | -36.3% | -83.3% | +46.9% | -50.0% |
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