+116.4%
HPE vs CCI
+7.6%
+108.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +6.5% | -12.1% | -5.3% |
| 7D | -17.0% | +5.0% | -22.0% | -16.7% |
| 30D | -26.7% | +36.4% | -63.1% | -25.9% |
| 3M | -4.1% | +20.4% | -24.6% | -4.4% |
| 6M | +75.4% | +4.9% | +70.5% | +73.1% |
| YTD | +111.0% | +7.8% | +103.2% | +108.7% |
| 1Y | +116.4% | +7.3% | +109.1% | +114.1% |
| All | +116.4% | +7.6% | +108.9% | +114.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling