+76.0%
CTAS vs CCI
+6.3%
+69.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.6% | +0.8% | -1.3% |
| 7D | +1.2% | -0.1% | +1.3% | +1.1% |
| 30D | +12.8% | +28.4% | -15.6% | +7.1% |
| 3M | +10.3% | +20.0% | -9.7% | +6.2% |
| 6M | +32.0% | +0.8% | +31.2% | +31.6% |
| YTD | +19.1% | +3.6% | +15.5% | +17.8% |
| 1Y | +21.5% | +6.1% | +15.4% | +19.3% |
| 3Y | +76.0% | +7.2% | +68.8% | +74.0% |
| All | +76.0% | +6.3% | +69.8% | +74.0% |
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