-26.3%
EW vs CCI
-51.4%
+25.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.0% | +0.6% |
| 7D | -0.3% | -0.4% | +0.1% | -0.3% |
| 30D | +1.0% | +2.7% | -1.6% | +0.3% |
| 3M | +2.8% | -18.2% | +21.0% | +7.8% |
| 6M | +5.5% | -14.8% | +20.3% | +9.2% |
| YTD | +5.5% | -12.6% | +18.1% | +8.0% |
| 1Y | +11.0% | -16.7% | +27.8% | +15.1% |
| 3Y | +17.7% | -10.5% | +28.2% | +15.2% |
| All | -26.3% | -51.4% | +25.1% | -5.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling