+9,255.5%
FIX vs CCI
+905.5%
+8,350.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.9% | +3.8% | +2.3% |
| 7D | +6.0% | -0.4% | +6.4% | +6.1% |
| 30D | -7.2% | +2.7% | -9.9% | -7.8% |
| 3M | -15.9% | -18.2% | +2.4% | -13.1% |
| 6M | +12.7% | -14.8% | +27.5% | +15.1% |
| YTD | +72.8% | -12.6% | +85.4% | +75.0% |
| 1Y | +122.9% | -16.7% | +139.6% | +127.9% |
| 3Y | +774.3% | -10.5% | +784.8% | +760.6% |
| 5Y | +2,049.5% | -51.4% | +2,100.9% | +2,303.5% |
| 10Y | +5,821.5% | +20.0% | +5,801.4% | +5,384.4% |
| All | +9,255.5% | +905.5% | +8,350.0% | +4,665.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling