+407.4%
COR vs CCI
+17.8%
+389.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.2% |
| 7D | -3.9% | -0.3% | -3.6% | -3.8% |
| 30D | -0.3% | +2.1% | -2.5% | -0.9% |
| 3M | +15.9% | -17.8% | +33.7% | +21.3% |
| 6M | -10.3% | -14.2% | +3.9% | -7.4% |
| YTD | -3.7% | -13.3% | +9.6% | -1.3% |
| 1Y | +9.1% | -16.6% | +25.7% | +12.8% |
| 3Y | +86.6% | -10.8% | +97.4% | +85.1% |
| 5Y | +180.9% | -50.3% | +231.2% | +234.2% |
| 10Y | +407.4% | +22.5% | +384.9% | +446.2% |
| All | +407.4% | +17.8% | +389.7% | +446.2% |
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