+737.4%
CL vs CCI
+1,123.5%
-386.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.3% | +0.1% |
| 7D | +5.9% | +2.4% | +3.5% | +5.7% |
| 30D | +13.8% | +33.2% | -19.4% | +10.1% |
| 3M | +6.4% | +25.0% | -18.6% | +3.7% |
| 6M | +15.6% | +4.8% | +10.9% | +14.7% |
| YTD | +27.9% | +6.4% | +21.5% | +26.4% |
| 1Y | +31.4% | +6.5% | +24.9% | +29.8% |
| 3Y | +41.4% | +8.6% | +32.8% | +39.1% |
| 5Y | +42.8% | -35.3% | +78.1% | +47.1% |
| 10Y | +79.7% | +58.2% | +21.4% | +71.3% |
| All | +737.4% | +1,123.5% | -386.1% | +522.3% |
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