+236.1%
EW vs CCI
+59.7%
+176.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -1.2% |
| 7D | +9.3% | +3.2% | +6.1% | +8.1% |
| 30D | +22.1% | +12.2% | +9.9% | +17.1% |
| 3M | +13.0% | +23.1% | -10.1% | +4.4% |
| 6M | +30.1% | +1.3% | +28.8% | +28.0% |
| YTD | +22.0% | +4.5% | +17.5% | +17.6% |
| 1Y | +23.7% | +2.3% | +21.4% | +20.0% |
| 3Y | +62.0% | +9.8% | +52.2% | +47.0% |
| 5Y | -12.4% | -36.5% | +24.1% | +2.0% |
| 10Y | +236.1% | +64.7% | +171.4% | +208.9% |
| All | +236.1% | +59.7% | +176.3% | +208.9% |
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