+366.8%
CSCO vs CCI
+17.2%
+349.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | -0.5% | +0.2% | -0.7% | -0.6% |
| 30D | -10.1% | +0.5% | -10.6% | -10.3% |
| 3M | -11.7% | -16.3% | +4.5% | -7.9% |
| 6M | +40.1% | -13.9% | +54.0% | +44.3% |
| YTD | +43.8% | -12.4% | +56.2% | +46.5% |
| 1Y | +66.6% | -15.2% | +81.8% | +71.0% |
| 3Y | +108.5% | -9.9% | +118.4% | +103.1% |
| 5Y | +114.0% | -50.8% | +164.8% | +159.9% |
| 10Y | +366.8% | +18.3% | +348.5% | +338.3% |
| All | +366.8% | +17.2% | +349.7% | +338.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling