+15.8%
CME vs CCI
+5.8%
+10.0%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.7% | -0.2% | +1.2% |
| 7D | +1.7% | +3.2% | -1.5% | +1.1% |
| 30D | +10.2% | +12.2% | -2.0% | +7.8% |
| 3M | +17.8% | +23.1% | -5.4% | +13.0% |
| 6M | +11.0% | +1.3% | +9.7% | +11.0% |
| YTD | +17.0% | +4.5% | +12.6% | +15.1% |
| 1Y | +15.8% | +2.3% | +13.5% | +13.8% |
| All | +15.8% | +5.8% | +10.0% | +13.8% |
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