+335.7%
CSCO vs CCI
+65.8%
+269.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.5% | +1.1% |
| 7D | +6.6% | -1.4% | +8.0% | +6.9% |
| 30D | -11.3% | +12.7% | -24.1% | -14.2% |
| 3M | -17.3% | +23.0% | -40.3% | -22.1% |
| 6M | +3.5% | +0.6% | +2.9% | +2.3% |
| YTD | +34.9% | +4.9% | +30.0% | +30.6% |
| 1Y | +40.5% | +0.7% | +39.8% | +37.6% |
| 3Y | +109.3% | +10.2% | +99.0% | +92.4% |
| 5Y | +105.9% | -36.4% | +142.3% | +131.2% |
| All | +335.7% | +65.8% | +269.9% | +261.5% |
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 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