+137.3%
CTVA vs CCI
-2.9%
+140.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.3% | +1.3% | +2.3% |
| 7D | -20.8% | +2.5% | -23.3% | -21.3% |
| 30D | -29.6% | +14.4% | -44.1% | -32.3% |
| 3M | -16.9% | +21.7% | -38.6% | -21.8% |
| 6M | -24.3% | +4.0% | -28.3% | -25.8% |
| YTD | -5.6% | +6.2% | -11.8% | -8.8% |
| 1Y | -4.2% | +5.4% | -9.6% | -7.2% |
| 3Y | +43.3% | +11.7% | +31.5% | +32.8% |
| 5Y | +35.7% | -35.6% | +71.3% | +51.2% |
| All | +137.3% | -2.9% | +140.2% | +144.3% |
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 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