+18.5%
EWZ vs CCI
+10.3%
+8.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.7% | -3.1% | -1.6% |
| 7D | +1.3% | +3.2% | -1.9% | +0.9% |
| 30D | -26.2% | +12.2% | -38.4% | -27.5% |
| 3M | -8.6% | +23.1% | -31.8% | -11.7% |
| 6M | -17.0% | +1.3% | -18.3% | -17.7% |
| YTD | +2.2% | +4.5% | -2.3% | +0.6% |
| 1Y | +2.7% | +2.3% | +0.4% | +1.5% |
| All | +18.5% | +10.3% | +8.2% | +12.2% |
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