+466.1%
HPQ vs CCI
+907.3%
-441.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.2% | -4.7% | -4.5% |
| 7D | -0.5% | +0.2% | -0.7% | -0.5% |
| 30D | +3.7% | +0.5% | +3.2% | +3.6% |
| 3M | +24.3% | -16.3% | +40.6% | +28.9% |
| 6M | +64.8% | -13.9% | +78.7% | +69.3% |
| YTD | +43.9% | -12.4% | +56.3% | +47.1% |
| 1Y | +11.7% | -15.2% | +26.8% | +14.7% |
| 3Y | +19.7% | -9.9% | +29.5% | +19.6% |
| 5Y | +32.2% | -50.8% | +83.1% | +49.0% |
| 10Y | +198.9% | +18.3% | +180.6% | +179.2% |
| All | +466.1% | +907.3% | -441.3% | +231.2% |
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