+910.6%
EWY vs CCI
+428.2%
+482.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.3% | -3.1% | -2.1% |
| 7D | +4.2% | +2.5% | +1.7% | +3.5% |
| 30D | -10.7% | +14.4% | -25.1% | -13.8% |
| 3M | -20.1% | +21.7% | -41.7% | -24.3% |
| 6M | -24.3% | +4.0% | -28.3% | -26.4% |
| YTD | +46.9% | +6.2% | +40.7% | +41.3% |
| 1Y | +55.2% | +5.4% | +49.8% | +49.5% |
| 3Y | +157.0% | +11.7% | +145.2% | +139.9% |
| 5Y | +98.9% | -35.6% | +134.5% | +111.4% |
| 10Y | +226.3% | +68.7% | +157.6% | +167.8% |
| All | +910.6% | +428.2% | +482.4% | +463.8% |
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