+2,149.6%
CLS vs CCI
+1,091.9%
+1,057.7%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.6% | +3.1% | +1.2% |
| 7D | -22.2% | -0.1% | -22.1% | -22.3% |
| 30D | -44.4% | +28.4% | -72.8% | -48.6% |
| 3M | -34.3% | +20.0% | -54.3% | -38.1% |
| 6M | -50.1% | +0.8% | -50.8% | -51.2% |
| YTD | -30.1% | +3.6% | -33.7% | -33.0% |
| 1Y | -39.3% | +6.1% | -45.4% | -42.2% |
| 3Y | +732.7% | +7.2% | +725.5% | +658.4% |
| 5Y | +1,777.2% | -37.0% | +1,814.2% | +1,875.8% |
| 10Y | +1,645.6% | +54.2% | +1,591.4% | +1,284.7% |
| All | +2,149.6% | +1,091.9% | +1,057.7% | +739.2% |
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