+87.7%
EEM vs CCI
-10.8%
+98.5%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.5% |
| 7D | +2.0% | -0.3% | +2.2% | +2.0% |
| 30D | +5.1% | +2.1% | +2.9% | +5.0% |
| 3M | +4.6% | -17.8% | +22.4% | +5.8% |
| 6M | +17.8% | -14.2% | +31.9% | +18.5% |
| YTD | +25.8% | -13.3% | +39.2% | +26.3% |
| 1Y | +36.4% | -16.6% | +53.0% | +37.4% |
| All | +87.7% | -10.8% | +98.5% | +84.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling