+151.8%
HYG vs CCI
+270.0%
-118.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.3% | -0.1% |
| 7D | -0.7% | -4.4% | +3.6% | 0.0% |
| 30D | -0.6% | +0.3% | -0.9% | -0.7% |
| 3M | +0.4% | -20.0% | +20.4% | +4.2% |
| 6M | +1.2% | -14.5% | +15.7% | +3.5% |
| YTD | +1.5% | -14.9% | +16.3% | +3.6% |
| 1Y | +3.2% | -17.7% | +20.8% | +5.9% |
| 3Y | +25.9% | -12.4% | +38.3% | +25.9% |
| 5Y | +18.6% | -50.1% | +68.7% | +30.7% |
| 10Y | +55.8% | +20.4% | +35.4% | +41.2% |
| All | +151.8% | +270.0% | -118.2% | +69.4% |
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