-7.6%
CMG vs CCI
-10.8%
+3.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.5% | -2.5% |
| 7D | -6.5% | -0.3% | -6.2% | -6.5% |
| 30D | +12.1% | +2.1% | +10.0% | +12.1% |
| 3M | +20.6% | -17.8% | +38.4% | +21.3% |
| 6M | +2.1% | -14.2% | +16.3% | +2.4% |
| YTD | -2.6% | -13.3% | +10.7% | -2.4% |
| 1Y | -8.7% | -16.6% | +7.9% | -8.5% |
| All | -7.6% | -10.8% | +3.3% | -7.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling