+1,737.7%
COP vs CCI
+905.5%
+832.2%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.8% | -0.8% |
| 7D | +3.0% | -0.4% | +3.4% | +3.0% |
| 30D | +17.5% | +2.7% | +14.8% | +17.0% |
| 3M | +13.4% | -18.2% | +31.6% | +16.5% |
| 6M | +17.7% | -14.8% | +32.5% | +20.0% |
| YTD | +46.6% | -12.6% | +59.2% | +48.7% |
| 1Y | +44.6% | -16.7% | +61.4% | +47.7% |
| 3Y | +20.7% | -10.5% | +31.2% | +20.8% |
| 5Y | +185.0% | -51.4% | +236.5% | +208.7% |
| 10Y | +347.0% | +20.0% | +327.0% | +328.0% |
| All | +1,737.7% | +905.5% | +832.2% | +1,271.7% |
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 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