+47.6%
EXC vs CCI
-51.4%
+99.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.8% | -0.4% |
| 7D | +0.3% | -0.4% | +0.7% | +0.4% |
| 30D | -3.7% | +2.7% | -6.4% | -4.7% |
| 3M | -1.3% | -18.2% | +16.9% | +5.8% |
| 6M | -9.7% | -14.8% | +5.1% | -5.0% |
| YTD | +2.9% | -12.6% | +15.5% | +6.6% |
| 1Y | +4.4% | -16.7% | +21.1% | +10.1% |
| 3Y | +22.2% | -10.5% | +32.7% | +23.1% |
| All | +47.6% | -51.4% | +99.0% | +88.1% |
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