-35.9%
DOW vs CCI
-51.2%
+15.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.5% | -0.3% |
| 7D | -6.0% | -0.3% | -5.7% | -6.0% |
| 30D | -2.7% | +2.1% | -4.9% | -3.3% |
| 3M | -10.5% | -17.8% | +7.4% | -6.7% |
| 6M | -12.4% | -14.2% | +1.7% | -10.0% |
| YTD | +30.0% | -13.3% | +43.4% | +33.0% |
| 1Y | +27.8% | -16.6% | +44.4% | +31.8% |
| 3Y | -34.9% | -10.8% | -24.1% | -35.5% |
| 5Y | -35.9% | -50.3% | +14.4% | -35.6% |
| All | -35.9% | -51.2% | +15.3% | -35.6% |
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 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