+13.9%
COR vs CCI
-18.8%
+32.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.9% | 0.0% | -1.8% |
| 7D | +2.8% | -0.4% | +3.2% | +2.8% |
| 30D | +4.5% | +2.7% | +1.8% | +4.5% |
| 3M | +22.7% | -18.2% | +40.9% | +23.3% |
| 6M | -9.7% | -14.8% | +5.1% | -9.6% |
| YTD | -1.4% | -12.6% | +11.2% | -0.3% |
| 1Y | +13.9% | -16.7% | +30.7% | +15.9% |
| All | +13.9% | -18.8% | +32.7% | +15.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling