+22.8%
F vs CCI
+1,123.5%
-1,100.7%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -0.8% |
| 7D | +1.4% | +2.4% | -1.0% | +0.9% |
| 30D | +2.0% | +33.2% | -31.2% | -4.2% |
| 3M | -10.4% | +25.0% | -35.3% | -14.8% |
| 6M | +9.7% | +4.8% | +4.9% | +7.6% |
| YTD | -1.2% | +6.4% | -7.5% | -3.8% |
| 1Y | 0.0% | +6.5% | -6.4% | -2.7% |
| 3Y | +41.1% | +8.6% | +32.5% | +35.6% |
| 5Y | -11.4% | -35.3% | +23.9% | -5.6% |
| 10Y | +85.0% | +58.2% | +26.7% | +63.7% |
| All | +22.8% | +1,123.5% | -1,100.7% | -29.2% |
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