-5.6%
COST vs CCI
-15.7%
+10.1%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.4% | -2.1% | -0.1% |
| 7D | -1.2% | -0.3% | -0.9% | -1.2% |
| 30D | -4.7% | +2.2% | -6.9% | -5.0% |
| 3M | -7.1% | -16.9% | +9.8% | -4.9% |
| 6M | -8.5% | -11.5% | +3.0% | -7.2% |
| YTD | +5.4% | -12.8% | +18.2% | +7.1% |
| 1Y | -5.6% | -17.1% | +11.4% | -4.2% |
| All | -5.6% | -15.7% | +10.1% | -4.2% |
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 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