+66.1%
INTC vs CCI
+2.5%
+63.7%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.3% | -3.8% | -2.1% |
| 7D | +6.0% | +2.5% | +3.5% | +7.0% |
| 30D | -39.2% | +14.4% | -53.6% | -36.0% |
| 3M | -42.9% | +21.7% | -64.6% | -38.5% |
| 6M | -50.4% | +4.0% | -54.4% | -48.9% |
| YTD | +61.7% | +6.2% | +55.5% | +67.4% |
| 1Y | +66.1% | +5.4% | +60.7% | +73.1% |
| All | +66.1% | +2.5% | +63.7% | +73.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling