+112.8%
HL vs CCI
-35.6%
+148.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.3% | -3.1% | -2.3% |
| 7D | -11.1% | +2.5% | -13.6% | -11.9% |
| 30D | -12.1% | +14.4% | -26.5% | -15.9% |
| 3M | -26.1% | +21.7% | -47.8% | -30.8% |
| 6M | -37.7% | +4.0% | -41.8% | -39.0% |
| YTD | -31.7% | +6.2% | -37.9% | -34.2% |
| 1Y | -11.6% | +5.4% | -17.0% | -14.7% |
| 3Y | +249.6% | +11.7% | +237.9% | +216.8% |
| All | +112.8% | -35.6% | +148.4% | +140.1% |
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