+746.2%
EEM vs CCI
+2,353.2%
-1,607.0%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.6% | -0.9% |
| 7D | +2.7% | +2.5% | +0.2% | +1.6% |
| 30D | -5.4% | +14.4% | -19.8% | -11.1% |
| 3M | -8.6% | +21.7% | -30.3% | -17.0% |
| 6M | -8.9% | +4.0% | -12.9% | -12.7% |
| YTD | +11.9% | +6.2% | +5.7% | +5.1% |
| 1Y | +13.1% | +5.4% | +7.7% | +6.4% |
| 3Y | +70.7% | +11.7% | +58.9% | +50.5% |
| 5Y | +31.8% | -35.6% | +67.4% | +45.5% |
| 10Y | +119.5% | +68.7% | +50.8% | +38.8% |
| All | +746.2% | +2,353.2% | -1,607.0% | +122.7% |
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