+109.6%
CTAS vs CCI
-51.2%
+160.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | +0.1% |
| 7D | +1.0% | -0.3% | +1.2% | +1.1% |
| 30D | -1.1% | +2.1% | -3.2% | -1.7% |
| 3M | +11.5% | -17.8% | +29.3% | +18.2% |
| 6M | +0.2% | -14.2% | +14.3% | +4.5% |
| YTD | +7.2% | -13.3% | +20.5% | +11.0% |
| 1Y | 0.0% | -16.6% | +16.6% | +4.7% |
| 3Y | +65.9% | -10.8% | +76.7% | +64.5% |
| 5Y | +109.6% | -50.3% | +159.9% | +168.9% |
| All | +109.6% | -51.2% | +160.8% | +168.9% |
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