+41.5%
CSX vs CCI
+4.0%
+37.5%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.6% | -0.8% | -3.2% |
| 7D | -5.5% | -0.1% | -5.4% | -5.5% |
| 30D | +4.9% | +28.4% | -23.5% | +3.7% |
| 3M | -2.9% | +20.0% | -22.8% | -3.6% |
| 6M | +8.3% | +0.8% | +7.6% | +9.8% |
| YTD | +36.7% | +3.6% | +33.1% | +37.8% |
| 1Y | +41.5% | +6.1% | +35.4% | +41.6% |
| All | +41.5% | +4.0% | +37.5% | +41.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling