+8,477.9%
CMI vs CCI
+907.3%
+7,570.5%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | 0.0% | +0.1% |
| 7D | +1.9% | +0.2% | +1.7% | +1.8% |
| 30D | -12.5% | +0.5% | -13.0% | -12.7% |
| 3M | -16.2% | -16.3% | +0.1% | -13.5% |
| 6M | +4.9% | -13.9% | +18.8% | +7.1% |
| YTD | +11.1% | -12.4% | +23.6% | +13.1% |
| 1Y | +43.4% | -15.2% | +58.6% | +46.7% |
| 3Y | +154.1% | -9.9% | +163.9% | +152.7% |
| 5Y | +169.5% | -50.8% | +220.3% | +203.0% |
| 10Y | +503.8% | +18.3% | +485.5% | +450.2% |
| All | +8,477.9% | +907.3% | +7,570.5% | +4,921.9% |
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