+138.4%
HLT vs CCI
-49.3%
+187.7%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.4% | -0.4% |
| 7D | -1.6% | -0.3% | -1.3% | -1.6% |
| 30D | -5.0% | +2.2% | -7.3% | -5.4% |
| 3M | -10.4% | -16.9% | +6.5% | -7.8% |
| 6M | +3.2% | -11.5% | +14.8% | +4.9% |
| YTD | +6.7% | -12.8% | +19.6% | +8.6% |
| 1Y | +10.3% | -17.1% | +27.3% | +13.1% |
| 3Y | +99.3% | -9.6% | +109.0% | +94.6% |
| All | +138.4% | -49.3% | +187.7% | +169.8% |
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