+22.6%
EFA vs CCI
-18.8%
+41.4%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.0% | +0.2% |
| 7D | +0.6% | -0.4% | +1.0% | +0.6% |
| 30D | +0.9% | +2.7% | -1.8% | +0.7% |
| 3M | +4.9% | -18.2% | +23.1% | +6.8% |
| 6M | +8.6% | -14.8% | +23.4% | +9.9% |
| YTD | +14.6% | -12.6% | +27.2% | +15.3% |
| 1Y | +22.6% | -16.7% | +39.4% | +23.6% |
| All | +22.6% | -18.8% | +41.4% | +23.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling