+32.0%
CTVA vs CCI
+7.6%
+24.4%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +6.5% | -3.3% | +3.2% |
| 7D | +8.2% | +5.0% | +3.2% | +8.2% |
| 30D | -1.0% | +36.4% | -37.4% | -1.4% |
| 3M | +4.6% | +20.4% | -15.8% | +5.1% |
| 6M | +0.5% | +4.9% | -4.4% | +1.7% |
| YTD | +22.7% | +7.8% | +14.9% | +23.8% |
| 1Y | +32.0% | +7.3% | +24.7% | +33.3% |
| All | +32.0% | +7.6% | +24.4% | +33.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling