+298.6%
HAL vs CCI
+905.5%
-606.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.3% | -0.2% |
| 7D | +2.9% | -0.4% | +3.3% | +3.0% |
| 30D | +17.0% | +2.7% | +14.3% | +16.3% |
| 3M | -9.7% | -18.2% | +8.6% | -6.3% |
| 6M | +8.6% | -14.8% | +23.4% | +11.4% |
| YTD | +33.0% | -12.6% | +45.6% | +35.4% |
| 1Y | +68.3% | -16.7% | +85.1% | +72.7% |
| 3Y | +0.1% | -10.5% | +10.6% | -0.1% |
| 5Y | +102.6% | -51.4% | +154.0% | +125.7% |
| 10Y | +3.8% | +20.0% | -16.2% | -2.4% |
| All | +298.6% | +905.5% | -606.9% | +165.2% |
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