+370.3%
HPE vs CCI
+67.9%
+302.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.3% | -5.0% | -4.0% |
| 7D | +7.9% | +2.5% | +5.3% | +7.3% |
| 30D | -23.5% | +14.4% | -37.9% | -25.8% |
| 3M | -19.1% | +21.7% | -40.8% | -22.6% |
| 6M | +51.4% | +4.0% | +47.4% | +48.7% |
| YTD | +103.4% | +6.2% | +97.2% | +97.7% |
| 1Y | +114.4% | +5.4% | +109.0% | +108.6% |
| 3Y | +224.7% | +11.7% | +212.9% | +199.8% |
| 5Y | +277.8% | -35.6% | +313.4% | +312.6% |
| All | +370.3% | +67.9% | +302.3% | +310.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling