+503.2%
CMI vs CCI
+23.6%
+479.6%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.4% | -1.1% | +0.7% |
| 7D | -0.7% | -0.3% | -0.4% | -0.7% |
| 30D | -12.4% | +2.2% | -14.6% | -12.9% |
| 3M | -14.8% | -16.9% | +2.1% | -11.5% |
| 6M | +0.8% | -11.5% | +12.3% | +2.5% |
| YTD | +10.2% | -12.8% | +23.0% | +12.4% |
| 1Y | +37.4% | -17.1% | +54.5% | +41.7% |
| 3Y | +153.3% | -9.6% | +162.9% | +149.0% |
| 5Y | +167.6% | -48.9% | +216.5% | +208.7% |
| All | +503.2% | +23.6% | +479.6% | +487.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling