+642.7%
HUBS vs CCI
+47.9%
+594.8%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.7% | -1.1% | -2.0% |
| 7D | -12.4% | -4.4% | -8.0% | -10.4% |
| 30D | +1.4% | +0.3% | +1.1% | +1.4% |
| 3M | +16.0% | -20.0% | +35.9% | +28.8% |
| 6M | -17.0% | -14.5% | -2.5% | -11.0% |
| YTD | -44.3% | -14.9% | -29.4% | -40.5% |
| 1Y | -54.3% | -17.7% | -36.6% | -50.5% |
| 3Y | -58.4% | -12.4% | -46.0% | -59.1% |
| 5Y | -66.7% | -50.1% | -16.5% | -54.5% |
| 10Y | +315.9% | +20.4% | +295.5% | +272.2% |
| All | +642.7% | +47.9% | +594.8% | +500.0% |
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 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