+192.7%
EXC vs CCI
+65.8%
+126.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.3% |
| 7D | -1.9% | -1.4% | -0.5% | -1.4% |
| 30D | +7.8% | +12.7% | -5.0% | +1.9% |
| 3M | +1.9% | +23.0% | -21.1% | -8.1% |
| 6M | +3.4% | +0.6% | +2.8% | +1.6% |
| YTD | +7.6% | +4.9% | +2.7% | +2.5% |
| 1Y | +2.1% | +0.7% | +1.4% | -0.8% |
| 3Y | +29.6% | +10.2% | +19.4% | +17.4% |
| 5Y | +39.5% | -36.4% | +75.9% | +65.3% |
| All | +192.7% | +65.8% | +126.9% | +136.2% |
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 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