+400.0%
HL vs CCI
+896.9%
-496.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.9% | +2.1% |
| 7D | +0.4% | -0.3% | +0.7% | +0.4% |
| 30D | +18.8% | +2.1% | +16.7% | +18.4% |
| 3M | +43.7% | -17.8% | +61.6% | +47.4% |
| 6M | -1.0% | -14.2% | +13.1% | +0.7% |
| YTD | +8.7% | -13.3% | +22.1% | +10.3% |
| 1Y | +105.0% | -16.6% | +121.6% | +109.1% |
| 3Y | +427.3% | -10.8% | +438.1% | +429.8% |
| 5Y | +249.3% | -50.3% | +299.6% | +281.1% |
| 10Y | +284.2% | +22.5% | +261.7% | +272.2% |
| All | +400.0% | +896.9% | -496.8% | +270.0% |
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