+32.3%
CTVA vs CCI
-36.6%
+68.8%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -24.3% | +0.7% | -25.0% | -24.4% |
| 7D | -23.7% | -1.4% | -22.3% | -23.5% |
| 30D | -31.2% | +12.7% | -43.9% | -32.7% |
| 3M | -18.7% | +23.0% | -41.7% | -21.8% |
| 6M | -25.5% | +0.6% | -26.1% | -25.7% |
| YTD | -8.0% | +4.9% | -12.9% | -9.5% |
| 1Y | -7.0% | +0.7% | -7.7% | -7.6% |
| 3Y | +45.2% | +10.2% | +35.0% | +38.8% |
| 5Y | +32.3% | -36.4% | +68.7% | +41.4% |
| All | +32.3% | -36.6% | +68.8% | +41.4% |
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