+1,927.4%
HD vs CCI
+1,091.9%
+835.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.6% | +0.7% | -1.4% |
| 7D | +4.3% | -0.1% | +4.4% | +4.4% |
| 30D | +20.2% | +28.4% | -8.2% | +14.1% |
| 3M | -1.0% | +20.0% | -21.0% | -4.9% |
| 6M | +7.9% | +0.8% | +7.1% | +6.9% |
| YTD | +2.0% | +3.6% | -1.6% | +0.2% |
| 1Y | -4.3% | +6.1% | -10.4% | -6.5% |
| 3Y | +25.9% | +7.2% | +18.7% | +21.9% |
| 5Y | +5.8% | -37.0% | +42.8% | +12.7% |
| 10Y | +262.5% | +54.2% | +208.4% | +229.0% |
| All | +1,927.4% | +1,091.9% | +835.5% | +991.5% |
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 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