-5.0%
IBM vs CCI
-16.2%
+11.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.0% | +4.4% | +3.5% |
| 7D | +3.6% | -0.3% | +3.8% | +3.6% |
| 30D | +1.5% | +2.1% | -0.6% | +1.1% |
| 3M | -12.9% | -17.8% | +4.9% | -10.6% |
| 6M | -3.9% | -14.2% | +10.3% | -2.3% |
| YTD | -17.3% | -13.3% | -4.0% | -15.7% |
| 1Y | -5.0% | -16.6% | +11.6% | -2.2% |
| All | -5.0% | -16.2% | +11.3% | -2.2% |
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