+269.4%
HPE vs CCI
-10.8%
+280.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.0% | +6.2% | +5.0% |
| 7D | +13.6% | -0.3% | +13.9% | +13.6% |
| 30D | +7.7% | +2.1% | +5.6% | +7.9% |
| 3M | +22.4% | -17.8% | +40.2% | +21.2% |
| 6M | +172.6% | -14.2% | +186.8% | +171.0% |
| YTD | +147.5% | -13.3% | +160.9% | +145.6% |
| 1Y | +151.8% | -16.6% | +168.4% | +149.5% |
| All | +269.4% | -10.8% | +280.2% | +256.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling