+69.0%
F vs CCI
+63.9%
+5.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | -2.1% | -3.4% | +1.2% | -1.1% |
| 30D | +3.3% | +9.9% | -6.6% | 0.0% |
| 3M | -11.3% | +22.7% | -34.0% | -17.7% |
| 6M | +5.3% | +0.8% | +4.5% | +3.7% |
| YTD | -2.2% | +4.1% | -6.4% | -5.7% |
| 1Y | -3.5% | -0.6% | -2.9% | -5.3% |
| 3Y | +49.5% | +9.4% | +40.1% | +37.6% |
| 5Y | -13.5% | -36.8% | +23.3% | -2.2% |
| 10Y | +69.0% | +65.4% | +3.6% | +71.5% |
| All | +69.0% | +63.9% | +5.1% | +71.5% |
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