+72.2%
CSX vs CCI
-10.5%
+82.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.9% | +2.7% | +1.1% |
| 7D | -3.4% | -0.4% | -3.0% | -3.3% |
| 30D | -3.1% | +2.7% | -5.8% | -3.5% |
| 3M | +7.2% | -18.2% | +25.4% | +10.3% |
| 6M | +16.2% | -14.8% | +31.0% | +18.6% |
| YTD | +37.5% | -12.6% | +50.1% | +39.5% |
| 1Y | +53.2% | -16.7% | +70.0% | +56.5% |
| All | +72.2% | -10.5% | +82.7% | +70.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling