+52.1%
EWZ vs CCI
-36.6%
+88.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.7% | -2.7% | -2.2% |
| 7D | +0.1% | -1.4% | +1.4% | +0.3% |
| 30D | -25.9% | +12.7% | -38.6% | -27.7% |
| 3M | -6.1% | +23.0% | -29.2% | -10.3% |
| 6M | -16.1% | +0.6% | -16.7% | -16.7% |
| YTD | +1.0% | +4.9% | -3.9% | -1.1% |
| 1Y | 0.0% | +0.7% | -0.7% | -1.2% |
| 3Y | +16.8% | +10.2% | +6.6% | +10.8% |
| 5Y | +52.1% | -36.4% | +88.5% | +67.1% |
| All | +52.1% | -36.6% | +88.6% | +67.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling