+54.1%
CSX vs CCI
-36.7%
+90.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.5% | +0.8% |
| 7D | +0.7% | +3.2% | -2.5% | 0.0% |
| 30D | +8.1% | +12.2% | -4.1% | +5.3% |
| 3M | +2.2% | +23.1% | -21.0% | -2.8% |
| 6M | +14.6% | +1.3% | +13.3% | +13.9% |
| YTD | +42.2% | +4.5% | +37.7% | +39.5% |
| 1Y | +47.3% | +2.3% | +45.0% | +45.3% |
| 3Y | +73.5% | +9.8% | +63.7% | +61.9% |
| 5Y | +54.1% | -36.5% | +90.6% | +67.9% |
| All | +54.1% | -36.7% | +90.8% | +67.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling