+416.4%
CSX vs CCI
+63.9%
+352.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.7% |
| 7D | -0.3% | -3.4% | +3.1% | +0.7% |
| 30D | +8.7% | +9.9% | -1.2% | +5.5% |
| 3M | +4.2% | +22.7% | -18.5% | -2.6% |
| 6M | +16.7% | +0.8% | +15.9% | +15.2% |
| YTD | +44.5% | +4.1% | +40.3% | +40.3% |
| 1Y | +50.3% | -0.6% | +50.9% | +48.2% |
| 3Y | +76.3% | +9.4% | +66.9% | +63.2% |
| 5Y | +58.1% | -36.8% | +95.0% | +78.0% |
| 10Y | +416.4% | +65.4% | +351.0% | +500.9% |
| All | +416.4% | +63.9% | +352.5% | +500.9% |
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