+46.6%
EEM vs CCI
-51.2%
+97.8%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.4% |
| 7D | +2.0% | -0.3% | +2.2% | +2.0% |
| 30D | +5.1% | +2.1% | +2.9% | +4.8% |
| 3M | +4.6% | -17.8% | +22.4% | +7.1% |
| 6M | +17.8% | -14.2% | +31.9% | +19.5% |
| YTD | +25.8% | -13.3% | +39.2% | +27.2% |
| 1Y | +36.4% | -16.6% | +53.0% | +38.7% |
| 3Y | +90.0% | -10.8% | +100.8% | +87.4% |
| 5Y | +46.6% | -50.3% | +96.9% | +57.1% |
| All | +46.6% | -51.2% | +97.8% | +57.1% |
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