+490.1%
FIX vs CCI
+10.3%
+479.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -0.2% |
| 7D | -13.9% | +3.2% | -17.1% | -12.9% |
| 30D | -35.5% | +12.2% | -47.7% | -33.3% |
| 3M | -33.9% | +23.1% | -57.1% | -30.4% |
| 6M | -43.3% | +1.3% | -44.6% | -41.7% |
| YTD | +18.7% | +4.5% | +14.2% | +22.5% |
| 1Y | +13.8% | +2.3% | +11.5% | +17.1% |
| All | +490.1% | +10.3% | +479.8% | +491.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling