+3,634.4%
CSX vs CCI
+1,123.5%
+2,510.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.3% | -1.0% | -2.1% |
| 7D | -2.7% | +2.4% | -5.1% | -3.1% |
| 30D | +7.0% | +33.2% | -26.2% | +1.3% |
| 3M | -0.3% | +25.0% | -25.3% | -4.6% |
| 6M | +13.5% | +4.8% | +8.8% | +11.7% |
| YTD | +41.5% | +6.4% | +35.1% | +38.4% |
| 1Y | +45.8% | +6.5% | +39.3% | +42.5% |
| 3Y | +74.4% | +8.6% | +65.7% | +68.3% |
| 5Y | +53.6% | -35.3% | +88.9% | +61.6% |
| 10Y | +465.6% | +58.2% | +407.4% | +408.6% |
| All | +3,634.4% | +1,123.5% | +2,510.9% | +2,321.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling