+25.0%
HL vs CCI
+7.6%
+17.4%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | +6.5% | +6.7% | +12.5% |
| 7D | +0.2% | +5.0% | -4.8% | -0.3% |
| 30D | -12.1% | +36.4% | -48.5% | -13.7% |
| 3M | -2.8% | +20.4% | -23.3% | -4.3% |
| 6M | -14.9% | +4.9% | -19.8% | -14.8% |
| YTD | -22.0% | +7.8% | -29.8% | -23.8% |
| 1Y | +25.0% | +7.3% | +17.7% | +23.2% |
| All | +25.0% | +7.6% | +17.4% | +23.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling