+147.3%
IBM vs CCI
+67.9%
+79.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.3% | +0.7% |
| 7D | +1.6% | +2.5% | -1.0% | +0.9% |
| 30D | +9.2% | +14.4% | -5.2% | +5.2% |
| 3M | +4.9% | +21.7% | -16.7% | -1.0% |
| 6M | +16.8% | +4.0% | +12.7% | +14.7% |
| YTD | -14.3% | +6.2% | -20.5% | -16.8% |
| 1Y | -16.7% | +5.4% | -22.1% | -19.0% |
| 3Y | +82.2% | +11.7% | +70.5% | +70.2% |
| 5Y | +149.9% | -35.6% | +185.6% | +174.1% |
| All | +147.3% | +67.9% | +79.3% | +111.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling