+324.2%
CSCO vs CCI
+59.7%
+264.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -1.0% |
| 7D | -4.7% | +3.2% | -7.9% | -5.5% |
| 30D | -17.1% | +12.2% | -29.3% | -19.7% |
| 3M | -19.6% | +23.1% | -42.8% | -24.3% |
| 6M | +2.4% | +1.3% | +1.2% | +1.0% |
| YTD | +29.8% | +4.5% | +25.3% | +25.8% |
| 1Y | +38.7% | +2.3% | +36.4% | +35.1% |
| 3Y | +101.3% | +9.8% | +91.5% | +85.3% |
| 5Y | +94.8% | -36.5% | +131.4% | +118.7% |
| 10Y | +324.2% | +64.7% | +259.5% | +257.2% |
| All | +324.2% | +59.7% | +264.5% | +257.2% |
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