+14.8%
IGV vs CCI
-35.6%
+50.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.5% | -0.5% |
| 7D | +2.3% | +2.5% | -0.2% | +1.7% |
| 30D | -6.0% | +14.4% | -20.4% | -9.1% |
| 3M | -4.8% | +21.7% | -26.5% | -9.5% |
| 6M | +14.2% | +4.0% | +10.2% | +12.4% |
| YTD | -4.2% | +6.2% | -10.5% | -6.8% |
| 1Y | -5.3% | +5.4% | -10.7% | -7.7% |
| 3Y | +38.8% | +11.7% | +27.0% | +25.6% |
| All | +14.8% | -35.6% | +50.4% | +33.8% |
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