+7.8%
EQT vs CCI
-18.8%
+26.5%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | -0.5% |
| 7D | +1.1% | -0.4% | +1.5% | +1.1% |
| 30D | +7.7% | +2.7% | +5.0% | +7.2% |
| 3M | +0.2% | -18.2% | +18.4% | +2.8% |
| 6M | -9.5% | -14.8% | +5.3% | -6.9% |
| YTD | +3.8% | -12.6% | +16.4% | +5.8% |
| 1Y | +7.8% | -16.7% | +24.5% | +12.8% |
| All | +7.8% | -18.8% | +26.5% | +12.8% |
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