+153.3%
EWY vs CCI
-51.2%
+204.5%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.6% |
| 7D | +6.7% | -0.3% | +6.9% | +6.7% |
| 30D | +17.0% | +2.1% | +14.8% | +16.6% |
| 3M | +3.7% | -17.8% | +21.5% | +6.4% |
| 6M | +42.5% | -14.2% | +56.7% | +44.4% |
| YTD | +96.2% | -13.3% | +109.6% | +97.8% |
| 1Y | +160.4% | -16.6% | +177.0% | +164.3% |
| 3Y | +231.7% | -10.8% | +242.5% | +223.2% |
| 5Y | +153.3% | -50.3% | +203.6% | +177.4% |
| All | +153.3% | -51.2% | +204.5% | +177.4% |
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