+661.8%
COF vs CCI
+907.3%
-245.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.2% | -2.8% | -2.6% |
| 7D | +1.2% | +0.2% | +1.1% | +1.2% |
| 30D | -1.4% | +0.5% | -1.9% | -1.6% |
| 3M | +19.0% | -16.3% | +35.3% | +24.1% |
| 6M | +14.9% | -13.9% | +28.8% | +18.5% |
| YTD | -10.7% | -12.4% | +1.8% | -8.6% |
| 1Y | -1.3% | -15.2% | +13.9% | +1.7% |
| 3Y | +124.3% | -9.9% | +134.2% | +122.3% |
| 5Y | +51.1% | -50.8% | +102.0% | +75.3% |
| 10Y | +252.4% | +18.3% | +234.1% | +221.5% |
| All | +661.8% | +907.3% | -245.5% | +230.5% |
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 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