+26.1%
EXPE vs CCI
-16.2%
+42.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.6% |
| 7D | -11.5% | -0.3% | -11.2% | -11.5% |
| 30D | -13.1% | +2.1% | -15.2% | -13.3% |
| 3M | +18.1% | -17.8% | +36.0% | +19.7% |
| 6M | +13.3% | -14.2% | +27.4% | +14.6% |
| YTD | -3.2% | -13.3% | +10.1% | -2.3% |
| 1Y | +26.1% | -16.6% | +42.8% | +23.5% |
| All | +26.1% | -16.2% | +42.4% | +23.5% |
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 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