+11.8%
CRM vs CCI
-10.3%
+22.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.4% | -0.4% | +1.7% |
| 7D | -4.4% | -0.3% | -4.2% | -4.4% |
| 30D | +28.1% | +2.2% | +25.9% | +27.9% |
| 3M | +48.8% | -16.9% | +65.7% | +50.4% |
| 6M | +28.3% | -11.5% | +39.8% | +29.1% |
| YTD | -6.0% | -12.8% | +6.8% | -5.4% |
| 1Y | +1.4% | -17.1% | +18.5% | +2.3% |
| 3Y | +11.8% | -9.6% | +21.5% | +9.4% |
| All | +11.8% | -10.3% | +22.1% | +9.4% |
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