+50.1%
IEFA vs CCI
-50.8%
+100.8%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | -0.6% |
| 7D | -2.4% | -4.4% | +2.0% | -1.5% |
| 30D | -2.1% | +0.3% | -2.4% | -2.2% |
| 3M | +5.5% | -20.0% | +25.5% | +10.2% |
| 6M | +8.1% | -14.5% | +22.6% | +11.0% |
| YTD | +11.9% | -14.9% | +26.8% | +14.7% |
| 1Y | +18.1% | -17.7% | +35.7% | +21.8% |
| 3Y | +65.5% | -12.4% | +77.8% | +64.5% |
| 5Y | +50.1% | -50.1% | +100.2% | +71.4% |
| All | +50.1% | -50.8% | +100.8% | +71.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling