+30.9%
CL vs CCI
-10.5%
+41.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.9% | +0.4% | -1.0% |
| 7D | -2.2% | -0.4% | -1.8% | -2.1% |
| 30D | -4.8% | +2.7% | -7.5% | -5.5% |
| 3M | +4.9% | -18.2% | +23.1% | +10.0% |
| 6M | -5.7% | -14.8% | +9.1% | -2.2% |
| YTD | +14.4% | -12.6% | +27.0% | +17.5% |
| 1Y | +8.7% | -16.7% | +25.5% | +13.1% |
| All | +30.9% | -10.5% | +41.4% | +38.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling