+5,506.0%
FIX vs CCI
+1,123.5%
+4,382.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -1.3% | -10.3% | -11.3% |
| 7D | -27.2% | +2.4% | -29.6% | -27.8% |
| 30D | -46.9% | +33.2% | -80.1% | -50.3% |
| 3M | -44.4% | +25.0% | -69.4% | -47.4% |
| 6M | -50.9% | +4.8% | -55.7% | -52.2% |
| YTD | +3.5% | +6.4% | -2.8% | 0.0% |
| 1Y | -2.1% | +6.5% | -8.6% | -5.5% |
| 3Y | +418.7% | +8.6% | +410.1% | +387.4% |
| 5Y | +894.6% | -35.3% | +929.9% | +939.9% |
| 10Y | +3,465.5% | +58.2% | +3,407.3% | +3,001.8% |
| All | +5,506.0% | +1,123.5% | +4,382.5% | +2,621.0% |
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