+133.9%
HL vs CCI
-18.8%
+152.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.9% | -0.6% | -2.5% |
| 7D | +1.5% | -0.4% | +1.9% | +1.5% |
| 30D | +25.1% | +2.7% | +22.4% | +25.1% |
| 3M | +22.9% | -18.2% | +41.1% | +24.9% |
| 6M | -4.9% | -14.8% | +9.9% | -3.4% |
| YTD | +7.8% | -12.6% | +20.4% | +6.6% |
| 1Y | +133.9% | -16.7% | +150.6% | +136.2% |
| All | +133.9% | -18.8% | +152.7% | +136.2% |
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