+3,182.8%
CTAS vs CCI
+905.5%
+2,277.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | +0.1% |
| 7D | -1.8% | -0.4% | -1.4% | -1.7% |
| 30D | -0.2% | +2.7% | -2.9% | -0.7% |
| 3M | +11.7% | -18.2% | +29.9% | +15.7% |
| 6M | +0.7% | -14.8% | +15.5% | +3.4% |
| YTD | +7.4% | -12.6% | +20.0% | +9.5% |
| 1Y | -2.1% | -16.7% | +14.6% | +0.6% |
| 3Y | +62.9% | -10.5% | +73.5% | +63.8% |
| 5Y | +111.9% | -51.4% | +163.3% | +136.8% |
| 10Y | +652.2% | +20.0% | +632.2% | +623.0% |
| All | +3,182.8% | +905.5% | +2,277.3% | +1,849.6% |
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