+20.1%
COP vs CCI
-11.1%
+31.2%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.8% | -0.9% |
| 7D | +3.0% | -0.4% | +3.4% | +3.0% |
| 30D | +17.5% | +2.7% | +14.8% | +17.1% |
| 3M | +13.4% | -18.2% | +31.6% | +15.7% |
| 6M | +17.7% | -14.8% | +32.5% | +19.6% |
| YTD | +46.6% | -12.6% | +59.2% | +48.1% |
| 1Y | +44.6% | -16.7% | +61.4% | +46.5% |
| All | +20.1% | -11.1% | +31.2% | +17.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling