+4,100.0%
CMG vs CCI
+320.2%
+3,779.8%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | -1.5% | +0.2% | -1.6% | -1.6% |
| 30D | +12.7% | +0.5% | +12.2% | +12.5% |
| 3M | +26.3% | -16.3% | +42.5% | +33.3% |
| 6M | +4.5% | -13.9% | +18.4% | +8.9% |
| YTD | -0.1% | -12.4% | +12.3% | +2.9% |
| 1Y | -6.8% | -15.2% | +8.4% | -2.9% |
| 3Y | -5.0% | -9.9% | +4.9% | -6.9% |
| 5Y | -3.0% | -50.8% | +47.8% | +18.5% |
| 10Y | +323.6% | +18.3% | +305.3% | +253.7% |
| All | +4,100.0% | +320.2% | +3,779.8% | +1,843.3% |
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