+247.2%
HD vs CCI
+59.7%
+187.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -1.3% |
| 7D | +5.2% | +3.2% | +2.0% | +4.0% |
| 30D | +20.7% | +12.2% | +8.5% | +15.5% |
| 3M | +0.8% | +23.1% | -22.3% | -7.5% |
| 6M | +12.2% | +1.3% | +11.0% | +10.2% |
| YTD | +4.2% | +4.5% | -0.3% | +0.3% |
| 1Y | -2.6% | +2.3% | -4.9% | -5.5% |
| 3Y | +30.0% | +9.8% | +20.2% | +19.0% |
| 5Y | +8.1% | -36.5% | +44.6% | +24.4% |
| 10Y | +247.2% | +64.7% | +182.5% | +203.6% |
| All | +247.2% | +59.7% | +187.4% | +203.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling