+125.6%
EW vs CCI
+17.8%
+107.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.3% |
| 7D | -5.1% | -0.3% | -4.8% | -5.1% |
| 30D | -6.4% | +2.1% | -8.5% | -7.1% |
| 3M | -1.6% | -17.8% | +16.3% | +5.1% |
| 6M | +2.3% | -14.2% | +16.5% | +6.9% |
| YTD | +1.1% | -13.3% | +14.4% | +4.6% |
| 1Y | +8.0% | -16.6% | +24.6% | +13.1% |
| 3Y | +16.3% | -10.8% | +27.2% | +14.1% |
| 5Y | -29.4% | -50.3% | +20.9% | -9.3% |
| 10Y | +125.6% | +22.5% | +103.1% | +117.1% |
| All | +125.6% | +17.8% | +107.8% | +117.1% |
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 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