+490.1%
CSX vs CCI
+18.0%
+472.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.9% | +2.7% | +1.4% |
| 7D | -3.4% | -0.4% | -3.0% | -3.3% |
| 30D | -3.1% | +2.7% | -5.8% | -3.9% |
| 3M | +7.2% | -18.2% | +25.4% | +13.4% |
| 6M | +16.2% | -14.8% | +31.0% | +20.9% |
| YTD | +37.5% | -12.6% | +50.1% | +41.5% |
| 1Y | +53.2% | -16.7% | +70.0% | +59.8% |
| 3Y | +68.2% | -10.5% | +78.8% | +66.4% |
| 5Y | +65.2% | -51.4% | +116.6% | +102.3% |
| All | +490.1% | +18.0% | +472.1% | +593.4% |
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