+340.2%
COP vs CCI
+17.8%
+322.5%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.4% |
| 7D | -0.5% | -0.3% | -0.2% | -0.4% |
| 30D | +11.7% | +2.1% | +9.6% | +11.0% |
| 3M | +17.7% | -17.8% | +35.5% | +23.9% |
| 6M | +18.3% | -14.2% | +32.5% | +22.5% |
| YTD | +49.1% | -13.3% | +62.4% | +53.5% |
| 1Y | +53.3% | -16.6% | +69.9% | +59.3% |
| 3Y | +22.2% | -10.8% | +33.0% | +20.8% |
| 5Y | +193.3% | -50.3% | +243.6% | +249.3% |
| 10Y | +340.2% | +22.5% | +317.7% | +329.9% |
| All | +340.2% | +17.8% | +322.5% | +329.9% |
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 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