+243.2%
INTC vs CCI
+20.8%
+222.4%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.7% | -3.8% | -5.1% |
| 7D | +9.4% | -4.4% | +13.8% | +10.8% |
| 30D | +2.7% | +0.3% | +2.4% | +2.5% |
| 3M | -6.3% | -20.0% | +13.7% | -0.8% |
| 6M | +114.5% | -14.5% | +129.0% | +120.4% |
| YTD | +171.9% | -14.9% | +186.7% | +177.5% |
| 1Y | +305.0% | -17.7% | +322.7% | +316.7% |
| 3Y | +168.3% | -12.4% | +180.7% | +159.5% |
| 5Y | +102.3% | -50.1% | +152.4% | +148.1% |
| All | +243.2% | +20.8% | +222.4% | +210.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling