+0.6%
CEG vs CCI
-14.4%
+15.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | +6.7% | +0.2% | +6.5% | +6.6% |
| 30D | +11.0% | +0.5% | +10.5% | +10.9% |
| 3M | +19.5% | -16.3% | +35.8% | +22.7% |
| 6M | -5.9% | -13.9% | +8.1% | -2.9% |
| YTD | -15.0% | -12.4% | -2.5% | -13.1% |
| 1Y | +0.6% | -15.2% | +15.8% | +6.2% |
| All | +0.6% | -14.4% | +15.1% | +6.2% |
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