-20.8%
CLF vs CCI
+10.7%
-31.6%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.6% |
| 7D | +16.0% | -1.4% | +17.4% | +16.0% |
| 30D | +1.6% | +12.7% | -11.1% | +0.9% |
| 3M | +6.7% | +23.0% | -16.3% | +5.1% |
| 6M | +21.1% | +0.6% | +20.5% | +20.6% |
| YTD | -1.6% | +4.9% | -6.5% | -2.3% |
| 1Y | +18.5% | +0.7% | +17.8% | +18.0% |
| All | -20.8% | +10.7% | -31.6% | -27.4% |
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