+692.7%
IBM vs CCI
+1,102.0%
-409.3%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.2% |
| 7D | -1.5% | +3.2% | -4.7% | -2.1% |
| 30D | +8.4% | +12.2% | -3.8% | +6.3% |
| 3M | +4.2% | +23.1% | -19.0% | +0.3% |
| 6M | +7.9% | +1.3% | +6.7% | +7.1% |
| YTD | -15.2% | +4.5% | -19.7% | -16.5% |
| 1Y | -18.7% | +2.3% | -21.0% | -19.7% |
| 3Y | +79.2% | +9.8% | +69.4% | +73.5% |
| 5Y | +144.7% | -36.5% | +181.2% | +156.6% |
| 10Y | +141.6% | +64.7% | +76.9% | +117.0% |
| All | +692.7% | +1,102.0% | -409.3% | +402.3% |
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