-7.1%
CMG vs CCI
-15.7%
+8.7%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.4% | -2.2% | -0.1% |
| 7D | -2.1% | -0.3% | -1.8% | -2.0% |
| 30D | +10.9% | +2.2% | +8.7% | +10.7% |
| 3M | +15.8% | -16.9% | +32.7% | +19.1% |
| 6M | +6.9% | -11.5% | +18.5% | +8.4% |
| YTD | -2.2% | -12.8% | +10.7% | -0.4% |
| 1Y | -7.1% | -17.1% | +10.0% | -4.0% |
| All | -7.1% | -15.7% | +8.7% | -4.0% |
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