+215.7%
IEFA vs CCI
+91.7%
+124.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.6% |
| 7D | +1.2% | +0.2% | +1.0% | +1.1% |
| 30D | -0.6% | +0.5% | -1.1% | -0.8% |
| 3M | +6.2% | -16.3% | +22.5% | +11.1% |
| 6M | +11.2% | -13.9% | +25.1% | +15.0% |
| YTD | +14.2% | -12.4% | +26.6% | +17.0% |
| 1Y | +20.0% | -15.2% | +35.2% | +24.0% |
| 3Y | +68.8% | -9.9% | +78.7% | +67.3% |
| 5Y | +52.7% | -50.8% | +103.5% | +81.8% |
| 10Y | +144.2% | +18.3% | +125.9% | +113.7% |
| All | +215.7% | +91.7% | +124.0% | +132.1% |
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