+300.3%
CME vs CCI
+65.8%
+234.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.4% |
| 7D | +2.7% | -1.4% | +4.1% | +3.1% |
| 30D | +13.5% | +12.7% | +0.7% | +8.7% |
| 3M | +20.9% | +23.0% | -2.1% | +11.9% |
| 6M | +11.5% | +0.6% | +10.9% | +10.2% |
| YTD | +19.5% | +4.9% | +14.6% | +15.6% |
| 1Y | +17.2% | +0.7% | +16.5% | +15.0% |
| 3Y | +65.1% | +10.2% | +54.9% | +52.4% |
| 5Y | +73.1% | -36.4% | +109.5% | +97.2% |
| All | +300.3% | +65.8% | +234.4% | +280.6% |
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