+1,080.4%
CCI vs SUI
+1,746.9%
-666.5%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.5% | -1.1% | -1.9% |
| 7D | -0.1% | +6.2% | -6.3% | -3.1% |
| 30D | +28.4% | +8.6% | +19.8% | +23.2% |
| 3M | +20.0% | +1.0% | +19.0% | +19.2% |
| 6M | +0.8% | -2.6% | +3.4% | +2.0% |
| YTD | +3.6% | -0.1% | +3.7% | +3.7% |
| 1Y | +6.1% | +0.5% | +5.6% | +5.9% |
| 3Y | +7.2% | +15.3% | -8.0% | -1.6% |
| 5Y | -37.0% | -26.1% | -10.8% | -28.8% |
| 10Y | +54.2% | +117.8% | -63.7% | +0.9% |
| All | +1,080.4% | +1,746.9% | -666.5% | +93.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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