+74.3%
F vs CCI
+59.7%
+14.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.5% | -1.3% |
| 7D | +1.0% | +3.2% | -2.2% | -0.1% |
| 30D | +2.1% | +12.2% | -10.1% | -1.8% |
| 3M | -10.3% | +23.1% | -33.4% | -16.8% |
| 6M | +3.3% | +1.3% | +2.0% | +1.5% |
| YTD | -2.0% | +4.5% | -6.5% | -5.5% |
| 1Y | -2.3% | +2.3% | -4.6% | -5.1% |
| 3Y | +49.9% | +9.8% | +40.1% | +37.9% |
| 5Y | -12.5% | -36.5% | +24.1% | -1.2% |
| 10Y | +74.3% | +64.7% | +9.6% | +78.0% |
| All | +74.3% | +59.7% | +14.5% | +78.0% |
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