+105.1%
CTVA vs CCI
-51.2%
+156.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.1% |
| 7D | -5.8% | -0.3% | -5.5% | -5.8% |
| 30D | +11.1% | +2.1% | +8.9% | +10.6% |
| 3M | +13.2% | -17.8% | +31.1% | +17.3% |
| 6M | +8.7% | -14.2% | +22.9% | +11.3% |
| YTD | +27.3% | -13.3% | +40.6% | +29.7% |
| 1Y | +18.0% | -16.6% | +34.6% | +21.2% |
| 3Y | +76.5% | -10.8% | +87.3% | +75.8% |
| 5Y | +105.1% | -50.3% | +155.4% | +114.8% |
| All | +105.1% | -51.2% | +156.3% | +114.8% |
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