+179.4%
INTC vs CCI
-10.9%
+190.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | +0.2% | +8.9% | +9.1% |
| 7D | +17.4% | +0.2% | +17.3% | +17.4% |
| 30D | +2.8% | +0.5% | +2.3% | +2.8% |
| 3M | -5.3% | -16.3% | +11.0% | -5.4% |
| 6M | +140.6% | -13.9% | +154.6% | +139.6% |
| YTD | +183.1% | -12.4% | +195.6% | +181.3% |
| 1Y | +326.8% | -15.2% | +341.9% | +324.5% |
| 3Y | +179.4% | -9.9% | +189.3% | +171.7% |
| All | +179.4% | -10.9% | +190.3% | +171.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling