+42.5%
CI vs CCI
-51.4%
+94.0%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.9% | +0.5% | -0.9% |
| 7D | +1.3% | -0.4% | +1.7% | +1.4% |
| 30D | +4.4% | +2.7% | +1.7% | +3.9% |
| 3M | +0.7% | -18.2% | +18.9% | +4.7% |
| 6M | +0.3% | -14.8% | +15.1% | +3.4% |
| YTD | +3.8% | -12.6% | +16.4% | +6.1% |
| 1Y | -5.5% | -16.7% | +11.2% | -2.4% |
| 3Y | +8.1% | -10.5% | +18.6% | +8.8% |
| All | +42.5% | -51.4% | +94.0% | +63.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling