+1,236.8%
EWY vs CCI
+334.7%
+902.1%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.9% | +6.5% | +5.1% |
| 7D | +4.8% | -0.4% | +5.2% | +4.9% |
| 30D | +11.7% | +2.7% | +9.0% | +10.9% |
| 3M | -7.4% | -18.2% | +10.8% | -3.7% |
| 6M | +40.6% | -14.8% | +55.3% | +44.1% |
| YTD | +94.3% | -12.6% | +106.9% | +97.2% |
| 1Y | +164.3% | -16.7% | +181.0% | +171.1% |
| 3Y | +221.0% | -10.5% | +231.5% | +217.9% |
| 5Y | +139.1% | -51.4% | +190.5% | +174.0% |
| 10Y | +298.8% | +20.0% | +278.8% | +258.0% |
| All | +1,236.8% | +334.7% | +902.1% | +686.9% |
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