+81.2%
EWZ vs CCI
+18.0%
+63.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.1% | 0.0% |
| 7D | +6.5% | -0.4% | +6.9% | +6.6% |
| 30D | +4.8% | +2.7% | +2.2% | +3.7% |
| 3M | +9.9% | -18.2% | +28.1% | +17.7% |
| 6M | +1.9% | -14.8% | +16.7% | +7.0% |
| YTD | +20.3% | -12.6% | +32.9% | +24.2% |
| 1Y | +35.6% | -16.7% | +52.4% | +42.4% |
| 3Y | +43.4% | -10.5% | +54.0% | +41.5% |
| 5Y | +55.9% | -51.4% | +107.4% | +100.9% |
| All | +81.2% | +18.0% | +63.2% | +69.3% |
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