+53.9%
F vs CCI
-51.4%
+105.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.9% | +3.3% | +2.1% |
| 7D | +5.3% | -0.4% | +5.7% | +5.5% |
| 30D | +4.6% | +2.7% | +1.9% | +3.6% |
| 3M | -3.7% | -18.2% | +14.5% | +2.9% |
| 6M | +16.8% | -14.8% | +31.6% | +22.1% |
| YTD | +15.3% | -12.6% | +27.9% | +18.6% |
| 1Y | +31.0% | -16.7% | +47.7% | +37.2% |
| 3Y | +45.4% | -10.5% | +56.0% | +41.0% |
| All | +53.9% | -51.4% | +105.4% | +94.4% |
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