+39.9%
CL vs CCI
-37.1%
+77.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.6% | +0.4% | -1.6% |
| 7D | +1.3% | -0.1% | +1.4% | +1.3% |
| 30D | +11.4% | +28.4% | -17.0% | +4.5% |
| 3M | +4.4% | +20.0% | -15.6% | -0.4% |
| 6M | +10.8% | +0.8% | +10.0% | +10.1% |
| YTD | +25.1% | +3.6% | +21.5% | +23.0% |
| 1Y | +28.0% | +6.1% | +21.9% | +24.8% |
| 3Y | +37.6% | +7.2% | +30.4% | +33.5% |
| All | +39.9% | -37.1% | +77.0% | +54.4% |
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 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