+1,731.8%
HCA vs CCI
+214.0%
+1,517.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.0% | +6.0% | +5.3% |
| 7D | +4.9% | -0.3% | +5.2% | +5.0% |
| 30D | +1.9% | +2.1% | -0.2% | +1.1% |
| 3M | +12.7% | -17.8% | +30.6% | +20.3% |
| 6M | -22.3% | -14.2% | -8.2% | -18.8% |
| YTD | -9.3% | -13.3% | +4.0% | -6.2% |
| 1Y | +2.7% | -16.6% | +19.3% | +7.5% |
| 3Y | +57.8% | -10.8% | +68.6% | +56.8% |
| 5Y | +70.3% | -50.3% | +120.7% | +112.5% |
| 10Y | +499.7% | +22.5% | +477.1% | +412.9% |
| All | +1,731.8% | +214.0% | +1,517.7% | +824.6% |
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