+3,682.3%
CLS vs CCI
-51.2%
+3,733.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.0% |
| 7D | +20.1% | -0.3% | +20.4% | +20.1% |
| 30D | +6.0% | +2.1% | +3.9% | +6.2% |
| 3M | -10.3% | -17.8% | +7.5% | -10.9% |
| 6M | +24.5% | -14.2% | +38.7% | +24.0% |
| YTD | +12.9% | -13.3% | +26.2% | +12.4% |
| 1Y | +36.7% | -16.6% | +53.3% | +36.3% |
| 3Y | +1,328.1% | -10.8% | +1,338.9% | +1,248.7% |
| 5Y | +3,682.3% | -50.3% | +3,732.6% | +4,147.7% |
| All | +3,682.3% | -51.2% | +3,733.5% | +4,147.7% |
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 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