+3,800.0%
FIX vs CCI
+51.6%
+3,748.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -0.9% | +10.3% | +9.6% |
| 7D | -7.2% | +0.9% | -8.2% | -7.8% |
| 30D | -35.1% | +10.3% | -45.4% | -37.2% |
| 3M | -34.3% | +17.9% | -52.2% | -37.8% |
| 6M | -42.9% | -0.5% | -42.5% | -43.9% |
| YTD | +19.5% | +2.7% | +16.7% | +15.3% |
| 1Y | +16.8% | +3.1% | +13.6% | +12.6% |
| 3Y | +506.7% | +8.0% | +498.7% | +438.9% |
| 5Y | +1,046.7% | -37.8% | +1,084.5% | +1,216.5% |
| 10Y | +3,800.0% | +56.5% | +3,743.4% | +3,203.5% |
| All | +3,800.0% | +51.6% | +3,748.3% | +3,203.5% |
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