-12.8%
EW vs CCI
-37.5%
+24.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.9% | +3.4% | +2.7% |
| 7D | +12.3% | +0.9% | +11.4% | +12.0% |
| 30D | +22.9% | +10.3% | +12.6% | +20.0% |
| 3M | +16.7% | +17.9% | -1.2% | +11.8% |
| 6M | +31.0% | -0.5% | +31.4% | +30.4% |
| YTD | +22.8% | +2.7% | +20.1% | +20.6% |
| 1Y | +25.6% | +3.1% | +22.4% | +23.0% |
| 3Y | +62.0% | +8.0% | +54.0% | +50.4% |
| 5Y | -12.8% | -37.8% | +25.0% | +5.2% |
| All | -12.8% | -37.5% | +24.7% | +5.2% |
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