+780.0%
CSCO vs CCI
+1,091.9%
-311.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.6% | +0.6% | -1.4% |
| 7D | -10.2% | -0.1% | -10.1% | -10.2% |
| 30D | -20.1% | +28.4% | -48.4% | -24.8% |
| 3M | -22.1% | +20.0% | -42.0% | -25.6% |
| 6M | +3.2% | +0.8% | +2.4% | +1.8% |
| YTD | +24.1% | +3.6% | +20.5% | +20.9% |
| 1Y | +34.6% | +6.1% | +28.5% | +30.3% |
| 3Y | +90.0% | +7.2% | +82.8% | +80.5% |
| 5Y | +88.6% | -37.0% | +125.6% | +101.2% |
| 10Y | +316.5% | +54.2% | +262.4% | +256.5% |
| All | +780.0% | +1,091.9% | -311.9% | +333.2% |
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 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