+38.7%
EXPE vs CCI
-18.8%
+57.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.9% | +0.2% | -1.4% |
| 7D | -9.5% | -0.4% | -9.1% | -9.5% |
| 30D | -6.6% | +2.7% | -9.3% | -6.9% |
| 3M | +31.4% | -18.2% | +49.6% | +33.0% |
| 6M | +35.2% | -14.8% | +50.0% | +36.8% |
| YTD | +5.8% | -12.6% | +18.4% | +6.6% |
| 1Y | +38.7% | -16.7% | +55.4% | +35.9% |
| All | +38.7% | -18.8% | +57.4% | +35.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling