+41.3%
CL vs CCI
-36.6%
+77.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.3% |
| 7D | -0.8% | -1.4% | +0.6% | -0.5% |
| 30D | +9.5% | +12.7% | -3.3% | +6.3% |
| 3M | +6.6% | +23.0% | -16.4% | +1.1% |
| 6M | +13.2% | +0.6% | +12.6% | +12.6% |
| YTD | +26.9% | +4.9% | +22.0% | +24.3% |
| 1Y | +27.6% | +0.7% | +26.9% | +26.4% |
| 3Y | +39.1% | +10.2% | +28.9% | +34.0% |
| 5Y | +41.3% | -36.4% | +77.7% | +55.0% |
| All | +41.3% | -36.6% | +77.9% | +55.0% |
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