+303.4%
CME vs CCI
+67.9%
+235.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +0.4% |
| 7D | +3.9% | +2.5% | +1.4% | +3.1% |
| 30D | +11.3% | +14.4% | -3.1% | +6.2% |
| 3M | +19.6% | +21.7% | -2.1% | +11.1% |
| 6M | +8.1% | +4.0% | +4.0% | +5.7% |
| YTD | +20.4% | +6.2% | +14.2% | +16.0% |
| 1Y | +16.5% | +5.4% | +11.1% | +12.5% |
| 3Y | +66.4% | +11.7% | +54.7% | +52.9% |
| 5Y | +74.5% | -35.6% | +110.1% | +97.9% |
| All | +303.4% | +67.9% | +235.4% | +282.0% |
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