+10.1%
CME vs CCI
-14.4%
+24.5%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.1% |
| 7D | -2.9% | +0.2% | -3.0% | -2.9% |
| 30D | +5.5% | +0.5% | +5.0% | +5.4% |
| 3M | +11.0% | -16.3% | +27.2% | +15.4% |
| 6M | -9.7% | -13.9% | +4.3% | -7.1% |
| YTD | +4.9% | -12.4% | +17.3% | +7.3% |
| 1Y | +10.1% | -15.2% | +25.3% | +12.4% |
| All | +10.1% | -14.4% | +24.5% | +12.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling