+68.1%
COST vs CCI
-10.8%
+78.9%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.7% |
| 7D | -2.8% | -0.3% | -2.5% | -2.8% |
| 30D | -5.3% | +2.1% | -7.4% | -5.5% |
| 3M | -6.7% | -17.8% | +11.2% | -5.1% |
| 6M | -9.9% | -14.2% | +4.2% | -8.8% |
| YTD | +5.1% | -13.3% | +18.5% | +6.3% |
| 1Y | -7.3% | -16.6% | +9.3% | -6.0% |
| All | +68.1% | -10.8% | +78.9% | +69.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling