+1,763.7%
CLS vs CCI
-37.1%
+1,800.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.6% | +3.1% | +0.3% |
| 7D | -22.2% | -0.1% | -22.1% | -22.1% |
| 30D | -44.4% | +28.4% | -72.8% | -43.5% |
| 3M | -34.3% | +20.0% | -54.3% | -33.5% |
| 6M | -50.1% | +0.8% | -50.8% | -49.8% |
| YTD | -30.1% | +3.6% | -33.7% | -29.5% |
| 1Y | -39.3% | +6.1% | -45.4% | -38.8% |
| 3Y | +732.7% | +7.2% | +725.5% | +694.0% |
| All | +1,763.7% | -37.1% | +1,800.8% | +1,841.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling