+6,438.2%
EW vs CCI
+208.2%
+6,230.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.0% | +0.4% |
| 7D | -0.3% | -0.4% | +0.1% | -0.3% |
| 30D | +1.0% | +2.7% | -1.6% | +0.7% |
| 3M | +2.8% | -18.2% | +21.0% | +5.3% |
| 6M | +5.5% | -14.8% | +20.3% | +7.4% |
| YTD | +5.5% | -12.6% | +18.1% | +6.8% |
| 1Y | +11.0% | -16.7% | +27.8% | +13.1% |
| 3Y | +17.7% | -10.5% | +28.2% | +17.8% |
| 5Y | -25.7% | -51.4% | +25.7% | -19.7% |
| 10Y | +132.8% | +20.0% | +112.8% | +128.5% |
| All | +6,438.2% | +208.2% | +6,230.0% | +5,142.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling