+310.1%
COP vs CCI
+59.7%
+250.4%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +0.4% |
| 7D | -6.1% | +3.2% | -9.3% | -7.0% |
| 30D | +1.1% | +12.2% | -11.1% | -2.1% |
| 3M | +10.9% | +23.1% | -12.2% | +4.3% |
| 6M | +20.8% | +1.3% | +19.5% | +19.4% |
| YTD | +48.0% | +4.5% | +43.6% | +44.2% |
| 1Y | +58.5% | +2.3% | +56.2% | +55.3% |
| 3Y | +28.1% | +9.8% | +18.3% | +19.2% |
| 5Y | +120.5% | -36.5% | +157.0% | +143.7% |
| 10Y | +310.1% | +64.7% | +245.5% | +289.6% |
| All | +310.1% | +59.7% | +250.4% | +289.6% |
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