+99.0%
COST vs CCI
+12.1%
+86.9%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +1.2% |
| 7D | +5.0% | +2.5% | +2.5% | +4.8% |
| 30D | +12.8% | +14.4% | -1.6% | +11.5% |
| 3M | +15.2% | +21.7% | -6.5% | +13.1% |
| 6M | +7.4% | +4.0% | +3.4% | +6.9% |
| YTD | +29.0% | +6.2% | +22.8% | +28.1% |
| 1Y | +20.3% | +5.4% | +14.9% | +19.5% |
| 3Y | +99.0% | +11.7% | +87.3% | +100.5% |
| All | +99.0% | +12.1% | +86.9% | +100.5% |
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 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