-29.6%
DOW vs CCI
-36.7%
+7.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | -0.1% | +1.3% |
| 7D | -6.8% | +3.2% | -10.0% | -7.5% |
| 30D | +10.8% | +12.2% | -1.4% | +8.0% |
| 3M | +4.1% | +23.1% | -19.0% | -0.8% |
| 6M | -12.7% | +1.3% | -14.0% | -13.4% |
| YTD | +39.2% | +4.5% | +34.7% | +36.4% |
| 1Y | +49.5% | +2.3% | +47.2% | +47.2% |
| 3Y | -24.4% | +9.8% | -34.2% | -28.6% |
| 5Y | -29.6% | -36.5% | +7.0% | -27.5% |
| All | -29.6% | -36.7% | +7.1% | -27.5% |
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