+1,027.6%
FIX vs CCI
-35.6%
+1,063.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.7% | -1.4% |
| 7D | +9.4% | +2.5% | +6.9% | +9.4% |
| 30D | -27.8% | +14.4% | -42.2% | -28.2% |
| 3M | -35.6% | +21.7% | -57.2% | -36.3% |
| 6M | -45.2% | +4.0% | -49.2% | -45.0% |
| YTD | +19.5% | +6.2% | +13.3% | +19.1% |
| 1Y | +24.2% | +5.4% | +18.8% | +24.0% |
| 3Y | +494.2% | +11.7% | +482.4% | +450.1% |
| All | +1,027.6% | -35.6% | +1,063.1% | +1,234.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling