+1,761.1%
CLS vs CCI
+59.7%
+1,701.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | +0.2% |
| 7D | -13.9% | +3.2% | -17.1% | -14.3% |
| 30D | -38.2% | +12.2% | -50.4% | -39.3% |
| 3M | -28.8% | +23.1% | -52.0% | -31.2% |
| 6M | -40.4% | +1.3% | -41.6% | -40.9% |
| YTD | -24.3% | +4.5% | -28.7% | -25.9% |
| 1Y | -35.0% | +2.3% | -37.3% | -36.1% |
| 3Y | +778.7% | +9.8% | +768.9% | +700.4% |
| 5Y | +1,884.8% | -36.5% | +1,921.4% | +2,099.4% |
| 10Y | +1,761.1% | +64.7% | +1,696.4% | +1,604.4% |
| All | +1,761.1% | +59.7% | +1,701.4% | +1,604.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling