+409.0%
CSX vs CCI
+59.7%
+349.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.5% | +0.7% |
| 7D | +0.7% | +3.2% | -2.5% | -0.2% |
| 30D | +8.1% | +12.2% | -4.1% | +4.3% |
| 3M | +2.2% | +23.1% | -21.0% | -4.6% |
| 6M | +14.6% | +1.3% | +13.3% | +13.0% |
| YTD | +42.2% | +4.5% | +37.7% | +37.9% |
| 1Y | +47.3% | +2.3% | +45.0% | +43.8% |
| 3Y | +73.5% | +9.8% | +63.7% | +60.5% |
| 5Y | +54.1% | -36.5% | +90.6% | +73.1% |
| 10Y | +409.0% | +64.7% | +344.3% | +487.3% |
| All | +409.0% | +59.7% | +349.3% | +487.3% |
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