-15.8%
F vs CCI
-36.6%
+20.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -4.3% |
| 3M | -12.9% | +23.0% | -35.9% | -19.0% |
| 6M | +1.5% | +0.6% | +0.9% | +0.5% |
| YTD | -5.0% | +4.9% | -9.9% | -8.3% |
| 1Y | -7.3% | +0.7% | -8.0% | -9.0% |
| 3Y | +45.3% | +10.2% | +35.0% | +30.3% |
| 5Y | -15.8% | -36.4% | +20.7% | -4.3% |
| All | -15.8% | -36.6% | +20.8% | -4.3% |
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