+0.4%
DOW vs CCI
-0.2%
+0.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.2% | +1.7% |
| 7D | +3.7% | -1.4% | +5.0% | +4.1% |
| 30D | +16.3% | +12.7% | +3.5% | +11.7% |
| 3M | +9.7% | +23.0% | -13.3% | +1.8% |
| 6M | -14.1% | +0.6% | -14.7% | -15.0% |
| YTD | +46.6% | +4.9% | +41.7% | +41.7% |
| 1Y | +56.8% | +0.7% | +56.2% | +53.7% |
| 3Y | -20.4% | +10.2% | -30.6% | -26.8% |
| 5Y | -27.4% | -36.4% | +9.0% | -18.4% |
| All | +0.4% | -0.2% | +0.7% | -0.9% |
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