+5,648.9%
CRM vs CCI
+701.6%
+4,947.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.3% | +0.4% |
| 7D | -8.1% | -4.4% | -3.7% | -6.1% |
| 30D | +23.1% | +0.3% | +22.7% | +22.8% |
| 3M | +42.5% | -20.0% | +62.5% | +58.2% |
| 6M | +25.3% | -14.5% | +39.8% | +33.6% |
| YTD | -7.8% | -14.9% | +7.1% | -2.4% |
| 1Y | +1.0% | -17.7% | +18.7% | +8.4% |
| 3Y | +10.0% | -12.4% | +22.3% | +8.5% |
| 5Y | -3.9% | -50.1% | +46.2% | +25.9% |
| 10Y | +233.2% | +20.4% | +212.8% | +158.9% |
| All | +5,648.9% | +701.6% | +4,947.4% | +1,687.3% |
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