+13.5%
CCL vs CCI
+905.5%
-892.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.0% | +0.5% |
| 7D | -5.0% | -0.4% | -4.6% | -5.0% |
| 30D | -20.3% | +2.7% | -23.0% | -20.8% |
| 3M | -15.1% | -18.2% | +3.1% | -11.7% |
| 6M | -15.1% | -14.8% | -0.3% | -12.6% |
| YTD | -21.8% | -12.6% | -9.2% | -20.1% |
| 1Y | -24.8% | -16.7% | -8.0% | -22.4% |
| 3Y | +51.9% | -10.5% | +62.4% | +52.0% |
| 5Y | +4.0% | -51.4% | +55.5% | +18.7% |
| 10Y | -42.2% | +20.0% | -62.3% | -44.9% |
| All | +13.5% | +905.5% | -892.0% | -33.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling