+281.7%
EMR vs CCI
+64.4%
+217.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.9% | -1.6% |
| 7D | +0.7% | +3.2% | -2.5% | -0.2% |
| 30D | +3.5% | +12.2% | -8.7% | +0.3% |
| 3M | +5.9% | +23.1% | -17.2% | -0.2% |
| 6M | +19.4% | +1.3% | +18.2% | +17.9% |
| YTD | +27.7% | +4.5% | +23.2% | +24.2% |
| 1Y | +30.9% | +2.3% | +28.6% | +28.1% |
| 3Y | +104.2% | +9.8% | +94.4% | +89.0% |
| 5Y | +89.6% | -36.5% | +126.1% | +110.6% |
| All | +281.7% | +64.4% | +217.3% | +266.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling