+1,616.6%
CI vs CCI
+1,091.9%
+524.7%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.6% | 0.0% | -2.2% |
| 7D | -1.6% | -0.1% | -1.5% | -1.5% |
| 30D | +5.4% | +28.4% | -23.0% | +0.5% |
| 3M | +7.3% | +20.0% | -12.7% | +3.5% |
| 6M | +5.3% | +0.8% | +4.5% | +4.6% |
| YTD | +8.5% | +3.6% | +4.9% | +6.8% |
| 1Y | +17.1% | +6.1% | +11.0% | +14.7% |
| 3Y | +1.4% | +7.2% | -5.8% | -1.6% |
| 5Y | +50.5% | -37.0% | +87.5% | +58.7% |
| 10Y | +168.5% | +54.2% | +114.4% | +144.0% |
| All | +1,616.6% | +1,091.9% | +524.7% | +960.2% |
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