+41.1%
CVS vs CCI
+22.9%
+18.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.5% |
| 7D | -1.9% | -0.3% | -1.6% | -1.9% |
| 30D | -0.3% | +2.1% | -2.4% | -0.8% |
| 3M | -1.1% | -17.8% | +16.7% | +3.4% |
| 6M | +23.7% | -14.2% | +37.9% | +27.7% |
| YTD | +23.0% | -13.3% | +36.3% | +26.2% |
| 1Y | +37.2% | -16.6% | +53.8% | +42.0% |
| 3Y | +62.4% | -10.8% | +73.3% | +60.9% |
| 5Y | +31.8% | -50.3% | +82.1% | +54.7% |
| All | +41.1% | +22.9% | +18.2% | +42.1% |
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