+67.2%
F vs CCI
+65.8%
+1.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.7% | -3.6% | -3.1% |
| 7D | -3.9% | -1.4% | -2.5% | -3.5% |
| 30D | -0.5% | +12.7% | -13.2% | -4.5% |
| 3M | -12.9% | +23.0% | -35.9% | -19.2% |
| 6M | +1.5% | +0.6% | +0.9% | +0.1% |
| YTD | -5.0% | +4.9% | -9.9% | -8.6% |
| 1Y | -7.3% | +0.7% | -8.0% | -9.5% |
| 3Y | +45.3% | +10.2% | +35.0% | +33.4% |
| 5Y | -15.8% | -36.4% | +20.7% | -4.9% |
| All | +67.2% | +65.8% | +1.3% | +70.5% |
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