+79.1%
CME vs CCI
-51.4%
+130.5%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | +0.2% |
| 7D | -1.6% | -0.4% | -1.2% | -1.5% |
| 30D | +6.2% | +2.7% | +3.5% | +5.6% |
| 3M | +10.4% | -18.2% | +28.6% | +15.5% |
| 6M | -9.5% | -14.8% | +5.3% | -6.5% |
| YTD | +6.0% | -12.6% | +18.6% | +8.7% |
| 1Y | +9.3% | -16.7% | +26.0% | +13.2% |
| 3Y | +57.7% | -10.5% | +68.2% | +58.2% |
| All | +79.1% | -51.4% | +130.5% | +105.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling