-46.7%
HUBS vs CCI
-18.8%
-27.9%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.9% | -1.1% | -2.1% |
| 7D | -5.0% | -0.4% | -4.6% | -4.8% |
| 30D | -1.0% | +2.7% | -3.7% | -2.2% |
| 3M | +12.4% | -18.2% | +30.6% | +19.6% |
| 6M | -11.1% | -14.8% | +3.7% | -7.2% |
| YTD | -38.3% | -12.6% | -25.7% | -36.4% |
| 1Y | -46.7% | -16.7% | -29.9% | -45.0% |
| All | -46.7% | -18.8% | -27.9% | -45.0% |
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