+149.9%
IBM vs CCI
+51.6%
+98.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.3% | +0.7% |
| 7D | -2.5% | +0.9% | -3.5% | -2.8% |
| 30D | +8.4% | +10.3% | -1.9% | +5.4% |
| 3M | +4.5% | +17.9% | -13.4% | -0.6% |
| 6M | +7.9% | -0.5% | +8.4% | +7.2% |
| YTD | -15.2% | +2.7% | -17.9% | -16.9% |
| 1Y | -17.6% | +3.1% | -20.7% | -19.4% |
| 3Y | +82.1% | +8.0% | +74.1% | +71.7% |
| 5Y | +143.3% | -37.8% | +181.1% | +169.1% |
| 10Y | +149.9% | +56.5% | +93.4% | +129.0% |
| All | +149.9% | +51.6% | +98.3% | +129.0% |
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 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