+54.1%
INTC vs CCI
+10.3%
+43.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.7% | -3.8% | -1.9% |
| 7D | -4.0% | +3.2% | -7.2% | -3.6% |
| 30D | -44.5% | +12.2% | -56.7% | -43.7% |
| 3M | -40.4% | +23.1% | -63.5% | -38.7% |
| 6M | -53.5% | +1.3% | -54.7% | -52.6% |
| YTD | +57.5% | +4.5% | +53.1% | +60.1% |
| 1Y | +51.2% | +2.3% | +48.9% | +54.1% |
| All | +54.1% | +10.3% | +43.8% | +50.2% |
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