+10.6%
IBKR vs CCI
+7.6%
+3.1%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.5% | -5.9% | +0.3% |
| 7D | -6.8% | +5.0% | -11.8% | -6.9% |
| 30D | -12.5% | +36.4% | -48.9% | -14.1% |
| 3M | -12.0% | +20.4% | -32.5% | -13.0% |
| 6M | -4.5% | +4.9% | -9.4% | -4.1% |
| YTD | +21.5% | +7.8% | +13.7% | +20.2% |
| 1Y | +10.6% | +7.3% | +3.3% | +10.0% |
| All | +10.6% | +7.6% | +3.1% | +10.0% |
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