-67.3%
CDE vs CCI
+896.9%
-964.2%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.7% | +1.9% |
| 7D | -2.0% | -0.3% | -1.7% | -1.9% |
| 30D | +15.7% | +2.1% | +13.6% | +15.2% |
| 3M | +30.5% | -17.8% | +48.4% | +35.1% |
| 6M | -7.4% | -14.2% | +6.8% | -5.1% |
| YTD | +17.9% | -13.3% | +31.3% | +20.4% |
| 1Y | +46.7% | -16.6% | +63.3% | +50.9% |
| 3Y | +851.3% | -10.8% | +862.1% | +860.4% |
| 5Y | +202.9% | -50.3% | +253.3% | +242.8% |
| 10Y | +58.2% | +22.5% | +35.7% | +53.2% |
| All | -67.3% | +896.9% | -964.2% | -77.5% |
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