+32.2%
EEM vs CCI
-35.6%
+67.8%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.6% | -0.5% |
| 7D | +2.7% | +2.5% | +0.2% | +2.4% |
| 30D | -5.4% | +14.4% | -19.8% | -6.9% |
| 3M | -8.6% | +21.7% | -30.3% | -10.9% |
| 6M | -8.9% | +4.0% | -12.9% | -9.6% |
| YTD | +11.9% | +6.2% | +5.7% | +10.3% |
| 1Y | +13.1% | +5.4% | +7.7% | +11.6% |
| 3Y | +70.7% | +11.7% | +58.9% | +63.2% |
| All | +32.2% | -35.6% | +67.8% | +41.1% |
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