+288.0%
CME vs CCI
+59.7%
+228.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.7% | -0.2% | +0.9% |
| 7D | +1.7% | +3.2% | -1.5% | +0.5% |
| 30D | +10.2% | +12.2% | -2.0% | +5.7% |
| 3M | +17.8% | +23.1% | -5.4% | +9.0% |
| 6M | +11.0% | +1.3% | +9.7% | +9.5% |
| YTD | +17.0% | +4.5% | +12.6% | +13.4% |
| 1Y | +15.8% | +2.3% | +13.5% | +12.9% |
| 3Y | +61.8% | +9.8% | +52.0% | +49.5% |
| 5Y | +72.5% | -36.5% | +109.0% | +96.5% |
| 10Y | +288.0% | +64.7% | +223.3% | +265.9% |
| All | +288.0% | +59.7% | +228.3% | +265.9% |
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