-10.6%
EQT vs CCI
-15.5%
+4.9%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.3% | +0.8% |
| 7D | -1.2% | -4.4% | +3.2% | -0.7% |
| 30D | +1.1% | +0.3% | +0.8% | +1.0% |
| 3M | +4.8% | -20.0% | +24.8% | +7.3% |
| 6M | -10.6% | -14.5% | +3.9% | -9.1% |
| All | -10.6% | -15.5% | +4.9% | -9.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling