+49.1%
CCL vs CCI
+1,102.0%
-1,052.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -2.0% | -0.6% |
| 7D | +5.8% | +3.2% | +2.6% | +5.1% |
| 30D | +17.3% | +12.2% | +5.1% | +14.2% |
| 3M | +11.3% | +23.1% | -11.8% | +5.9% |
| 6M | +18.5% | +1.3% | +17.2% | +17.1% |
| YTD | +2.8% | +4.5% | -1.7% | +0.6% |
| 1Y | +16.7% | +2.3% | +14.4% | +14.7% |
| 3Y | +146.0% | +9.8% | +136.2% | +134.5% |
| 5Y | +33.6% | -36.5% | +70.2% | +43.5% |
| 10Y | -29.4% | +64.7% | -94.1% | -37.1% |
| All | +49.1% | +1,102.0% | -1,052.8% | -16.6% |
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