+39.6%
CTVA vs CCI
+10.7%
+28.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -24.3% | +0.7% | -25.0% | -24.4% |
| 7D | -23.7% | -1.4% | -22.3% | -23.6% |
| 30D | -31.2% | +12.7% | -43.9% | -32.1% |
| 3M | -18.7% | +23.0% | -41.7% | -20.6% |
| 6M | -25.5% | +0.6% | -26.1% | -25.1% |
| YTD | -8.0% | +4.9% | -12.9% | -8.6% |
| 1Y | -7.0% | +0.7% | -7.7% | -6.8% |
| All | +39.6% | +10.7% | +28.9% | +36.6% |
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 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