+157.0%
EWY vs CCI
+12.1%
+144.8%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.3% | -3.1% | -1.7% |
| 7D | +4.2% | +2.5% | +1.7% | +4.3% |
| 30D | -10.7% | +14.4% | -25.1% | -10.2% |
| 3M | -20.1% | +21.7% | -41.7% | -19.6% |
| 6M | -24.3% | +4.0% | -28.3% | -23.8% |
| YTD | +46.9% | +6.2% | +40.7% | +47.0% |
| 1Y | +55.2% | +5.4% | +49.8% | +55.5% |
| 3Y | +157.0% | +11.7% | +145.2% | +148.1% |
| All | +157.0% | +12.1% | +144.8% | +148.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling