+8,310.2%
COR vs CCI
+1,098.1%
+7,212.1%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.7% | +0.4% |
| 7D | -1.2% | -3.4% | +2.2% | -0.8% |
| 30D | +7.6% | +9.9% | -2.3% | +6.5% |
| 3M | +5.0% | +22.7% | -17.7% | +2.5% |
| 6M | +35.3% | +0.8% | +34.5% | +34.7% |
| YTD | +4.2% | +4.1% | +0.1% | +3.1% |
| 1Y | -3.4% | -0.6% | -2.8% | -4.0% |
| 3Y | +81.1% | +9.4% | +71.7% | +77.1% |
| 5Y | +195.8% | -36.8% | +232.7% | +205.1% |
| 10Y | +493.6% | +65.4% | +428.1% | +457.4% |
| All | +8,310.2% | +1,098.1% | +7,212.1% | +6,333.1% |
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