+395.7%
EFA vs CCI
+1,319.5%
-923.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.0% | +0.5% |
| 7D | +0.6% | -0.4% | +1.0% | +0.7% |
| 30D | +0.9% | +2.7% | -1.8% | +0.2% |
| 3M | +4.9% | -18.2% | +23.1% | +9.2% |
| 6M | +8.6% | -14.8% | +23.4% | +11.8% |
| YTD | +14.6% | -12.6% | +27.2% | +17.0% |
| 1Y | +22.6% | -16.7% | +39.4% | +26.4% |
| 3Y | +66.5% | -10.5% | +77.0% | +66.6% |
| 5Y | +54.5% | -51.4% | +106.0% | +75.8% |
| 10Y | +144.8% | +20.0% | +124.7% | +123.8% |
| All | +395.7% | +1,319.5% | -923.7% | +201.4% |
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