+110.7%
COP vs CCI
-37.5%
+148.2%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.5% | -1.2% |
| 7D | -8.4% | +0.9% | -9.3% | -8.6% |
| 30D | +0.3% | +10.3% | -10.0% | -1.3% |
| 3M | +15.1% | +17.9% | -2.8% | +12.0% |
| 6M | +19.8% | -0.5% | +20.2% | +19.5% |
| YTD | +46.8% | +2.7% | +44.1% | +45.2% |
| 1Y | +59.7% | +3.1% | +56.6% | +57.9% |
| 3Y | +28.7% | +8.0% | +20.7% | +23.4% |
| 5Y | +110.7% | -37.8% | +148.5% | +112.8% |
| All | +110.7% | -37.5% | +148.2% | +112.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling