+57.8%
EWZ vs CCI
-37.1%
+95.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.6% | +3.3% | +1.2% |
| 7D | -1.5% | -0.1% | -1.4% | -1.5% |
| 30D | -24.5% | +28.4% | -52.9% | -28.4% |
| 3M | -10.7% | +20.0% | -30.7% | -14.3% |
| 6M | -19.1% | +0.8% | -19.9% | -19.8% |
| YTD | +1.6% | +3.6% | -2.0% | -0.3% |
| 1Y | +4.3% | +6.1% | -1.8% | +1.8% |
| 3Y | +19.0% | +7.2% | +11.8% | +13.5% |
| All | +57.8% | -37.1% | +95.0% | +72.1% |
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