+150.2%
CMI vs CCI
-12.4%
+162.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.9% | -0.8% |
| 7D | +0.8% | -4.4% | +5.2% | +1.0% |
| 30D | -12.8% | +0.3% | -13.1% | -12.8% |
| 3M | -12.4% | -20.0% | +7.5% | -10.6% |
| 6M | -0.9% | -14.5% | +13.6% | 0.0% |
| YTD | +8.9% | -14.9% | +23.7% | +9.5% |
| 1Y | +37.7% | -17.7% | +55.4% | +39.0% |
| All | +150.2% | -12.4% | +162.6% | +145.5% |
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