+486.6%
COR vs CCI
+59.7%
+426.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.9% | +0.4% |
| 7D | +2.4% | +3.2% | -0.8% | +1.6% |
| 30D | +7.7% | +12.2% | -4.5% | +4.4% |
| 3M | +7.5% | +23.1% | -15.6% | +1.4% |
| 6M | +34.1% | +1.3% | +32.9% | +32.8% |
| YTD | +3.9% | +4.5% | -0.6% | +1.2% |
| 1Y | -3.6% | +2.3% | -6.0% | -5.6% |
| 3Y | +80.5% | +9.8% | +70.7% | +69.0% |
| 5Y | +194.9% | -36.5% | +231.4% | +228.8% |
| 10Y | +486.6% | +64.7% | +421.9% | +441.5% |
| All | +486.6% | +59.7% | +426.9% | +441.5% |
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