+362.8%
HPE vs CCI
-51.2%
+414.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.0% | +6.2% | +5.2% |
| 7D | +13.6% | -0.3% | +13.9% | +13.7% |
| 30D | +7.7% | +2.1% | +5.6% | +7.6% |
| 3M | +22.4% | -17.8% | +40.2% | +24.5% |
| 6M | +172.6% | -14.2% | +186.8% | +175.3% |
| YTD | +147.5% | -13.3% | +160.9% | +149.2% |
| 1Y | +151.8% | -16.6% | +168.4% | +154.6% |
| 3Y | +267.1% | -10.8% | +277.9% | +255.2% |
| 5Y | +362.8% | -50.3% | +413.1% | +359.7% |
| All | +362.8% | -51.2% | +414.0% | +359.7% |
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 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