+609.4%
CVS vs CCI
+905.5%
-296.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | -0.2% |
| 7D | +4.0% | -0.4% | +4.4% | +4.0% |
| 30D | -2.4% | +2.7% | -5.1% | -2.8% |
| 3M | +2.7% | -18.2% | +20.9% | +5.2% |
| 6M | +21.9% | -14.8% | +36.7% | +24.1% |
| YTD | +24.7% | -12.6% | +37.3% | +26.4% |
| 1Y | +35.4% | -16.7% | +52.2% | +38.0% |
| 3Y | +65.2% | -10.5% | +75.7% | +65.3% |
| 5Y | +30.5% | -51.4% | +82.0% | +40.6% |
| 10Y | +40.4% | +20.0% | +20.3% | +34.6% |
| All | +609.4% | +905.5% | -296.1% | +383.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling