+818.4%
CTAS vs CCI
+59.7%
+758.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.8% | +0.3% |
| 7D | +0.7% | +3.2% | -2.5% | -0.5% |
| 30D | +11.3% | +12.2% | -0.9% | +6.2% |
| 3M | +11.4% | +23.1% | -11.7% | +1.9% |
| 6M | +35.6% | +1.3% | +34.4% | +33.5% |
| YTD | +20.7% | +4.5% | +16.2% | +16.3% |
| 1Y | +22.8% | +2.3% | +20.5% | +19.2% |
| 3Y | +73.4% | +9.8% | +63.6% | +58.0% |
| 5Y | +117.6% | -36.5% | +154.1% | +153.6% |
| 10Y | +818.4% | +64.7% | +753.8% | +712.2% |
| All | +818.4% | +59.7% | +758.7% | +712.2% |
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