+140.4%
CI vs CCI
+17.2%
+123.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -2.0% | -1.9% |
| 7D | -2.0% | +0.2% | -2.2% | -2.1% |
| 30D | -1.8% | +0.5% | -2.3% | -2.0% |
| 3M | -4.2% | -16.3% | +12.0% | +1.1% |
| 6M | +2.7% | -13.9% | +16.6% | +7.2% |
| YTD | +1.9% | -12.4% | +14.4% | +5.1% |
| 1Y | -6.3% | -15.2% | +8.9% | -2.3% |
| 3Y | +3.9% | -9.9% | +13.7% | +3.3% |
| 5Y | +41.9% | -50.8% | +92.7% | +76.6% |
| 10Y | +140.4% | +18.3% | +122.1% | +140.4% |
| All | +140.4% | +17.2% | +123.2% | +140.4% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling