+180.5%
COR vs CCI
-50.2%
+230.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.2% | -2.1% | -1.9% |
| 7D | -1.9% | +0.2% | -2.1% | -1.9% |
| 30D | +1.5% | +0.5% | +1.0% | +1.4% |
| 3M | +18.7% | -16.3% | +35.0% | +21.2% |
| 6M | -9.0% | -13.9% | +4.9% | -7.6% |
| YTD | -3.3% | -12.4% | +9.1% | -2.1% |
| 1Y | +9.8% | -15.2% | +25.0% | +11.6% |
| 3Y | +87.4% | -9.9% | +97.2% | +87.4% |
| 5Y | +180.5% | -50.8% | +231.3% | +213.4% |
| All | +180.5% | -50.2% | +230.7% | +213.4% |
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