+290.8%
EWY vs CCI
+20.8%
+270.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.7% | -2.5% | -3.8% |
| 7D | +1.2% | -4.4% | +5.6% | +2.3% |
| 30D | +9.3% | +0.3% | +9.0% | +9.2% |
| 3M | +2.4% | -20.0% | +22.4% | +7.7% |
| 6M | +40.3% | -14.5% | +54.8% | +43.7% |
| YTD | +88.0% | -14.9% | +102.9% | +92.0% |
| 1Y | +143.8% | -17.7% | +161.5% | +151.0% |
| 3Y | +217.8% | -12.4% | +230.1% | +211.7% |
| 5Y | +142.7% | -50.1% | +192.9% | +188.5% |
| All | +290.8% | +20.8% | +270.0% | +251.7% |
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