+4,405.6%
CNC vs CCI
+1,341.0%
+3,064.5%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.2% | -3.9% | -3.7% |
| 7D | -1.0% | +0.2% | -1.2% | -1.0% |
| 30D | -1.8% | +0.5% | -2.3% | -1.9% |
| 3M | -0.7% | -16.3% | +15.6% | +2.5% |
| 6M | +47.9% | -13.9% | +61.9% | +51.8% |
| YTD | +56.9% | -12.4% | +69.4% | +60.1% |
| 1Y | +123.9% | -15.2% | +139.1% | +129.6% |
| 3Y | -1.3% | -9.9% | +8.6% | -0.9% |
| 5Y | +2.8% | -50.8% | +53.6% | +14.9% |
| 10Y | +90.9% | +18.3% | +72.6% | +83.7% |
| All | +4,405.6% | +1,341.0% | +3,064.5% | +2,926.6% |
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 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