+282.5%
CHTR vs CCI
+213.1%
+69.4%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -1.0% | -7.1% | -7.7% |
| 7D | -15.8% | -0.3% | -15.5% | -15.7% |
| 30D | -12.7% | +2.1% | -14.8% | -13.4% |
| 3M | -1.1% | -17.8% | +16.7% | +6.9% |
| 6M | -39.9% | -14.2% | -25.7% | -36.3% |
| YTD | -35.9% | -13.3% | -22.5% | -32.6% |
| 1Y | -49.2% | -16.6% | -32.5% | -45.8% |
| 3Y | -68.3% | -10.8% | -57.5% | -67.8% |
| 5Y | -83.0% | -50.3% | -32.6% | -78.2% |
| 10Y | -49.3% | +22.5% | -71.8% | -55.7% |
| All | +282.5% | +213.1% | +69.4% | +134.2% |
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 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