-29.6%
CLS vs CCI
+7.6%
-37.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +6.5% | -15.5% | -7.3% |
| 7D | -21.1% | +5.0% | -26.2% | -19.9% |
| 30D | -38.2% | +36.4% | -74.6% | -33.2% |
| 3M | -36.3% | +20.4% | -56.7% | -33.7% |
| 6M | -43.8% | +4.9% | -48.7% | -43.3% |
| YTD | -20.0% | +7.8% | -27.8% | -16.5% |
| 1Y | -29.6% | +7.3% | -36.9% | -25.2% |
| All | -29.6% | +7.6% | -37.2% | -25.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling