+920.0%
CSCO vs CCI
+905.5%
+14.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.9% | +2.4% | +1.0% |
| 7D | -0.7% | -0.4% | -0.3% | -0.6% |
| 30D | -10.1% | +2.7% | -12.8% | -10.8% |
| 3M | -15.7% | -18.2% | +2.5% | -12.2% |
| 6M | +36.3% | -14.8% | +51.1% | +40.0% |
| YTD | +43.8% | -12.6% | +56.4% | +46.3% |
| 1Y | +63.9% | -16.7% | +80.7% | +68.3% |
| 3Y | +104.4% | -10.5% | +114.9% | +102.8% |
| 5Y | +111.4% | -51.4% | +162.8% | +140.4% |
| 10Y | +361.7% | +20.0% | +341.6% | +319.6% |
| All | +920.0% | +905.5% | +14.5% | +424.1% |
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