+6,781.2%
CME vs CCI
+3,693.4%
+3,087.8%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | +0.4% |
| 7D | -1.6% | -0.4% | -1.2% | -1.4% |
| 30D | +6.2% | +2.7% | +3.5% | +5.1% |
| 3M | +10.4% | -18.2% | +28.6% | +18.9% |
| 6M | -9.5% | -14.8% | +5.3% | -4.5% |
| YTD | +6.0% | -12.6% | +18.6% | +10.2% |
| 1Y | +9.3% | -16.7% | +26.0% | +15.5% |
| 3Y | +57.7% | -10.5% | +68.2% | +57.5% |
| 5Y | +77.7% | -51.4% | +129.1% | +122.3% |
| 10Y | +281.2% | +20.0% | +261.2% | +221.5% |
| All | +6,781.2% | +3,693.4% | +3,087.8% | +2,504.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling