+1,035.0%
FIX vs CCI
-36.6%
+1,071.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -0.7% |
| 7D | -13.9% | +3.2% | -17.1% | -14.0% |
| 30D | -35.5% | +12.2% | -47.7% | -35.9% |
| 3M | -33.9% | +23.1% | -57.1% | -34.8% |
| 6M | -43.3% | +1.3% | -44.6% | -43.0% |
| YTD | +18.7% | +4.5% | +14.2% | +18.4% |
| 1Y | +13.8% | +2.3% | +11.5% | +13.9% |
| 3Y | +495.0% | +9.8% | +485.2% | +451.3% |
| All | +1,035.0% | -36.6% | +1,071.6% | +1,229.9% |
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