+4,537.5%
COST vs CCI
+905.5%
+3,632.0%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.8% | -0.8% |
| 7D | -3.1% | -0.4% | -2.7% | -3.1% |
| 30D | -2.8% | +2.7% | -5.5% | -3.2% |
| 3M | -5.7% | -18.2% | +12.5% | -2.8% |
| 6M | -8.8% | -14.8% | +6.0% | -6.7% |
| YTD | +6.7% | -12.6% | +19.3% | +8.4% |
| 1Y | -3.6% | -16.7% | +13.1% | -1.4% |
| 3Y | +75.1% | -10.5% | +85.6% | +75.2% |
| 5Y | +108.9% | -51.4% | +160.3% | +129.1% |
| 10Y | +586.2% | +20.0% | +566.1% | +551.3% |
| All | +4,537.5% | +905.5% | +3,632.0% | +2,800.5% |
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 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