+635.0%
HLT vs CCI
+65.3%
+569.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | +0.2% |
| 7D | -2.6% | -4.4% | +1.8% | -1.6% |
| 30D | -2.6% | +0.3% | -2.9% | -2.7% |
| 3M | -9.4% | -20.0% | +10.6% | -4.8% |
| 6M | +2.7% | -14.5% | +17.3% | +5.9% |
| YTD | +6.8% | -14.9% | +21.6% | +9.8% |
| 1Y | +12.4% | -17.7% | +30.0% | +16.4% |
| 3Y | +100.2% | -12.4% | +112.5% | +98.5% |
| 5Y | +143.7% | -50.1% | +193.9% | +183.3% |
| 10Y | +584.9% | +20.4% | +564.5% | +452.4% |
| All | +635.0% | +65.3% | +569.7% | +402.7% |
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