+1,795.1%
HD vs CCI
+905.5%
+889.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.9% | +2.8% | +1.3% |
| 7D | -2.1% | -0.4% | -1.6% | -2.0% |
| 30D | -8.4% | +2.7% | -11.1% | -8.9% |
| 3M | +4.3% | -18.2% | +22.6% | +8.1% |
| 6M | -11.1% | -14.8% | +3.7% | -8.8% |
| YTD | -4.7% | -12.6% | +7.9% | -2.9% |
| 1Y | -19.8% | -16.7% | -3.1% | -17.6% |
| 3Y | +4.1% | -10.5% | +14.6% | +4.7% |
| 5Y | +10.3% | -51.4% | +61.7% | +23.9% |
| 10Y | +203.2% | +20.0% | +183.1% | +189.2% |
| All | +1,795.1% | +905.5% | +889.6% | +958.7% |
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