-17.2%
F vs CCI
-35.6%
+18.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | -0.3% |
| 7D | -3.1% | +2.5% | -5.6% | -3.9% |
| 30D | 0.0% | +14.4% | -14.4% | -4.3% |
| 3M | -13.2% | +21.7% | -34.9% | -18.9% |
| 6M | -10.2% | +4.0% | -14.2% | -12.1% |
| YTD | -4.9% | +6.2% | -11.2% | -8.6% |
| 1Y | -6.1% | +5.4% | -11.5% | -9.4% |
| 3Y | +46.0% | +11.7% | +34.2% | +30.4% |
| All | -17.2% | -35.6% | +18.4% | -6.1% |
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