+582.9%
CEG vs CCI
-39.6%
+622.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | -0.9% | +11.3% | +10.6% |
| 7D | +7.3% | +0.9% | +6.4% | +7.1% |
| 30D | -7.4% | +10.3% | -17.7% | -8.9% |
| 3M | +2.5% | +17.9% | -15.4% | -0.5% |
| 6M | -8.8% | -0.5% | -8.3% | -9.4% |
| YTD | -21.5% | +2.7% | -24.2% | -22.5% |
| 1Y | -22.5% | +3.1% | -25.7% | -23.6% |
| 3Y | +133.3% | +8.0% | +125.4% | +116.2% |
| All | +582.9% | -39.6% | +622.4% | +763.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling