+3,004.1%
CLS vs CCI
+19.0%
+2,985.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.2% | +5.5% | +5.6% |
| 7D | +12.8% | +0.2% | +12.6% | +12.8% |
| 30D | +3.8% | +0.5% | +3.3% | +3.7% |
| 3M | -14.6% | -16.3% | +1.6% | -12.4% |
| 6M | +32.2% | -13.9% | +46.2% | +34.4% |
| YTD | +11.6% | -12.4% | +24.1% | +12.5% |
| 1Y | +35.1% | -15.2% | +50.2% | +37.0% |
| 3Y | +1,312.5% | -9.9% | +1,322.4% | +1,233.0% |
| 5Y | +3,542.1% | -50.8% | +3,592.9% | +4,192.9% |
| All | +3,004.1% | +19.0% | +2,985.1% | +2,865.7% |
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