+3,574.0%
FIX vs CCI
+64.4%
+3,509.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -1.1% |
| 7D | -13.9% | +3.2% | -17.1% | -14.9% |
| 30D | -35.5% | +12.2% | -47.7% | -37.9% |
| 3M | -33.9% | +23.1% | -57.1% | -38.2% |
| 6M | -43.3% | +1.3% | -44.6% | -44.5% |
| YTD | +18.7% | +4.5% | +14.2% | +14.1% |
| 1Y | +13.8% | +2.3% | +11.5% | +10.2% |
| 3Y | +495.0% | +9.8% | +485.2% | +425.8% |
| 5Y | +1,049.0% | -36.5% | +1,085.6% | +1,212.9% |
| All | +3,574.0% | +64.4% | +3,509.6% | +2,763.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling