+5.6%
HD vs CCI
-9.6%
+15.2%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.9% | +2.8% | +1.4% |
| 7D | -2.1% | -0.4% | -1.6% | -2.0% |
| 30D | -8.4% | +2.7% | -11.1% | -9.0% |
| 3M | +4.3% | -18.2% | +22.6% | +9.2% |
| 6M | -11.1% | -14.8% | +3.7% | -8.1% |
| YTD | -4.7% | -12.6% | +7.9% | -2.3% |
| 1Y | -19.8% | -16.7% | -3.1% | -16.8% |
| All | +5.6% | -9.6% | +15.2% | +4.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling