-41.7%
CCL vs CCI
+17.8%
-59.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.1% | -1.7% |
| 7D | -4.4% | -0.3% | -4.1% | -4.3% |
| 30D | -18.2% | +2.1% | -20.3% | -18.9% |
| 3M | -17.7% | -17.8% | +0.1% | -11.4% |
| 6M | -13.0% | -14.2% | +1.2% | -8.4% |
| YTD | -24.5% | -13.3% | -11.1% | -21.3% |
| 1Y | -26.9% | -16.6% | -10.3% | -22.7% |
| 3Y | +50.8% | -10.8% | +61.6% | +47.0% |
| 5Y | -0.9% | -50.3% | +49.4% | +28.8% |
| 10Y | -41.7% | +22.5% | -64.2% | -39.4% |
| All | -41.7% | +17.8% | -59.5% | -39.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CCI.
Daily Out/Under-Performance
Portfolio return minus CCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCI 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 10y: compounded portfolio wealth divided by compounded CCI 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…
10y analysis · Full analysis span regression · 6 months rolling