+278.8%
CME vs CCI
+17.8%
+261.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.2% | -0.9% |
| 7D | -1.1% | -0.3% | -0.8% | -1.0% |
| 30D | +4.2% | +2.1% | +2.1% | +3.4% |
| 3M | +7.3% | -17.8% | +25.2% | +14.4% |
| 6M | -11.4% | -14.2% | +2.8% | -7.3% |
| YTD | +3.5% | -13.3% | +16.9% | +7.5% |
| 1Y | +8.6% | -16.6% | +25.2% | +14.1% |
| 3Y | +51.6% | -10.8% | +62.4% | +51.2% |
| 5Y | +75.3% | -50.3% | +125.6% | +118.2% |
| 10Y | +278.8% | +22.5% | +256.3% | +307.7% |
| All | +278.8% | +17.8% | +261.0% | +307.7% |
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