+2,326.3%
CLS vs CCI
+1,081.5%
+1,244.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -0.9% | +8.7% | +8.1% |
| 7D | -10.6% | +0.9% | -11.5% | -11.0% |
| 30D | -38.4% | +10.3% | -48.7% | -40.4% |
| 3M | -29.9% | +17.9% | -47.7% | -33.6% |
| 6M | -40.6% | -0.5% | -40.2% | -41.8% |
| YTD | -24.6% | +2.7% | -27.3% | -27.6% |
| 1Y | -30.8% | +3.1% | -33.9% | -33.5% |
| 3Y | +811.7% | +8.0% | +803.8% | +728.3% |
| 5Y | +1,838.4% | -37.8% | +1,876.2% | +1,947.1% |
| 10Y | +1,751.5% | +56.5% | +1,695.0% | +1,362.1% |
| All | +2,326.3% | +1,081.5% | +1,244.8% | +807.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling