+38.6%
EXPE vs CCI
-36.7%
+75.3%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.7% | -3.8% | -2.5% |
| 7D | -11.2% | +3.2% | -14.4% | -11.7% |
| 30D | -7.5% | +12.2% | -19.6% | -9.8% |
| 3M | -19.1% | +23.1% | -42.2% | -22.9% |
| 6M | +10.7% | +1.3% | +9.5% | +9.9% |
| YTD | -9.9% | +4.5% | -14.4% | -11.8% |
| 1Y | -4.6% | +2.3% | -6.9% | -6.1% |
| 3Y | +116.8% | +9.8% | +107.0% | +99.3% |
| 5Y | +38.6% | -36.5% | +75.1% | +36.4% |
| All | +38.6% | -36.7% | +75.3% | +36.4% |
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