+54.1%
CCL vs CCI
-10.9%
+65.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.3% |
| 7D | -0.1% | +0.2% | -0.3% | -0.2% |
| 30D | -20.0% | +0.5% | -20.5% | -20.0% |
| 3M | -13.7% | -16.3% | +2.6% | -11.6% |
| 6M | -9.0% | -13.9% | +4.9% | -7.3% |
| YTD | -22.8% | -12.4% | -10.4% | -21.7% |
| 1Y | -25.3% | -15.2% | -10.1% | -23.9% |
| 3Y | +54.1% | -9.9% | +63.9% | +42.9% |
| All | +54.1% | -10.9% | +65.0% | +42.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling