+160.8%
EXC vs CCI
+17.8%
+143.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.5% | -0.1% |
| 7D | +0.3% | -0.3% | +0.6% | +0.4% |
| 30D | -0.9% | +2.1% | -3.0% | -1.9% |
| 3M | -2.7% | -17.8% | +15.2% | +6.0% |
| 6M | -9.4% | -14.2% | +4.8% | -3.9% |
| YTD | +3.0% | -13.3% | +16.4% | +8.0% |
| 1Y | +5.1% | -16.6% | +21.8% | +12.0% |
| 3Y | +20.6% | -10.8% | +31.4% | +21.0% |
| 5Y | +45.7% | -50.3% | +96.0% | +96.0% |
| 10Y | +160.8% | +22.5% | +138.3% | +128.6% |
| All | +160.8% | +17.8% | +143.0% | +128.6% |
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