+5.8%
HD vs CCI
-37.1%
+42.9%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.6% | +0.7% | -1.1% |
| 7D | +4.3% | -0.1% | +4.4% | +4.4% |
| 30D | +20.2% | +28.4% | -8.2% | +11.2% |
| 3M | -1.0% | +20.0% | -21.0% | -6.5% |
| 6M | +7.9% | +0.8% | +7.1% | +7.1% |
| YTD | +2.0% | +3.6% | -1.6% | -0.3% |
| 1Y | -4.3% | +6.1% | -10.4% | -7.3% |
| 3Y | +25.9% | +7.2% | +18.7% | +18.0% |
| All | +5.8% | -37.1% | +42.9% | +23.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling