+22.0%
F vs CCI
+1,091.9%
-1,069.9%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.6% | +1.9% | -0.2% |
| 7D | +1.6% | -0.1% | +1.7% | +1.5% |
| 30D | +2.6% | +28.4% | -25.7% | -2.9% |
| 3M | -8.8% | +20.0% | -28.8% | -12.6% |
| 6M | +4.6% | +0.8% | +3.9% | +3.5% |
| YTD | -1.9% | +3.6% | -5.5% | -4.0% |
| 1Y | -0.8% | +6.1% | -6.9% | -3.4% |
| 3Y | +43.5% | +7.2% | +36.3% | +38.2% |
| 5Y | -12.1% | -37.0% | +24.9% | -5.8% |
| 10Y | +83.6% | +54.2% | +29.5% | +63.4% |
| All | +22.0% | +1,091.9% | -1,069.9% | -29.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling