+40.4%
EXC vs CCI
-35.6%
+76.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.3% | +0.1% | +0.9% |
| 7D | +1.4% | +2.5% | -1.1% | +0.5% |
| 30D | +8.6% | +14.4% | -5.9% | +3.6% |
| 3M | +2.4% | +21.7% | -19.3% | -4.7% |
| 6M | +6.5% | +4.0% | +2.4% | +4.3% |
| YTD | +9.0% | +6.2% | +2.8% | +5.2% |
| 1Y | +4.6% | +5.4% | -0.8% | +1.1% |
| 3Y | +33.5% | +11.7% | +21.8% | +24.0% |
| All | +40.4% | -35.6% | +76.0% | +61.5% |
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