-31.9%
CEG vs CCI
+7.6%
-39.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +6.5% | -13.2% | -7.4% |
| 7D | -4.8% | +5.0% | -9.8% | -5.3% |
| 30D | -8.2% | +36.4% | -44.6% | -12.8% |
| 3M | -7.9% | +20.4% | -28.3% | -11.3% |
| 6M | -23.2% | +4.9% | -28.1% | -24.2% |
| YTD | -30.1% | +7.8% | -37.9% | -30.9% |
| 1Y | -31.9% | +7.3% | -39.2% | -32.3% |
| All | -31.9% | +7.6% | -39.5% | -32.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling