+19.0%
EWZ vs CCI
+6.3%
+12.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.6% | +3.3% | +1.0% |
| 7D | -1.5% | -0.1% | -1.4% | -1.5% |
| 30D | -24.5% | +28.4% | -52.9% | -27.4% |
| 3M | -10.7% | +20.0% | -30.7% | -13.4% |
| 6M | -19.1% | +0.8% | -19.9% | -19.7% |
| YTD | +1.6% | +3.6% | -2.0% | +0.2% |
| 1Y | +4.3% | +6.1% | -1.8% | +2.4% |
| 3Y | +19.0% | +7.2% | +11.8% | +13.3% |
| All | +19.0% | +6.3% | +12.7% | +13.3% |
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 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