-33.4%
CPRT vs CCI
-16.2%
-17.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.5% |
| 7D | -0.4% | -0.3% | -0.1% | -0.3% |
| 30D | +8.2% | +2.1% | +6.1% | +7.7% |
| 3M | +2.3% | -17.8% | +20.1% | +6.5% |
| 6M | -14.7% | -14.2% | -0.6% | -12.1% |
| YTD | -18.2% | -13.3% | -4.8% | -15.8% |
| 1Y | -33.4% | -16.6% | -16.8% | -31.4% |
| All | -33.4% | -16.2% | -17.1% | -31.4% |
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 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