+76.3%
CL vs CCI
+51.6%
+24.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.9% | +2.3% | +1.7% |
| 7D | +0.5% | +0.9% | -0.4% | +0.2% |
| 30D | +11.6% | +10.3% | +1.3% | +7.9% |
| 3M | +5.6% | +17.9% | -12.3% | -0.5% |
| 6M | +13.2% | -0.5% | +13.6% | +12.2% |
| YTD | +26.9% | +2.7% | +24.2% | +23.8% |
| 1Y | +27.3% | +3.1% | +24.2% | +23.8% |
| 3Y | +39.7% | +8.0% | +31.8% | +31.8% |
| 5Y | +41.3% | -37.8% | +79.1% | +60.2% |
| 10Y | +76.3% | +56.5% | +19.7% | +36.4% |
| All | +76.3% | +51.6% | +24.6% | +36.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling