-37.7%
HL vs CCI
+2.8%
-40.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.3% | -3.1% | -1.9% |
| 7D | -11.1% | +2.5% | -13.6% | -11.1% |
| 30D | -12.1% | +14.4% | -26.5% | -11.5% |
| 3M | -26.1% | +21.7% | -47.8% | -26.4% |
| 6M | -37.7% | +4.0% | -41.8% | -40.4% |
| All | -37.7% | +2.8% | -40.5% | -40.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling