+376.6%
EFA vs CCI
+1,625.0%
-1,248.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | -0.1% |
| 7D | +2.2% | +2.5% | -0.3% | +1.7% |
| 30D | +1.4% | +14.4% | -13.0% | -1.8% |
| 3M | -4.2% | +21.7% | -25.8% | -8.7% |
| 6M | +1.9% | +4.0% | -2.1% | 0.0% |
| YTD | +10.2% | +6.2% | +4.0% | +7.2% |
| 1Y | +12.8% | +5.4% | +7.4% | +9.8% |
| 3Y | +65.2% | +11.7% | +53.5% | +56.7% |
| 5Y | +49.8% | -35.6% | +85.5% | +59.4% |
| 10Y | +145.2% | +68.7% | +76.4% | +107.2% |
| All | +376.6% | +1,625.0% | -1,248.4% | +176.1% |
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 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