+158.0%
EXPE vs CCI
+17.8%
+140.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.4% |
| 7D | -11.5% | -0.3% | -11.2% | -11.5% |
| 30D | -13.1% | +2.1% | -15.2% | -13.6% |
| 3M | +18.1% | -17.8% | +36.0% | +24.7% |
| 6M | +13.3% | -14.2% | +27.4% | +17.6% |
| YTD | -3.2% | -13.3% | +10.1% | -0.3% |
| 1Y | +26.1% | -16.6% | +42.8% | +31.3% |
| 3Y | +151.7% | -10.8% | +162.5% | +147.5% |
| 5Y | +88.3% | -50.3% | +138.7% | +126.3% |
| 10Y | +158.0% | +22.5% | +135.5% | +147.5% |
| All | +158.0% | +17.8% | +140.2% | +147.5% |
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 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