+639.3%
INTC vs CCI
+905.5%
-266.1%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.9% | +6.4% | +4.9% |
| 7D | +7.1% | -0.4% | +7.5% | +7.1% |
| 30D | -5.2% | +2.7% | -7.9% | -5.8% |
| 3M | -14.3% | -18.2% | +3.9% | -11.3% |
| 6M | +110.2% | -14.8% | +125.0% | +114.8% |
| YTD | +159.6% | -12.6% | +172.2% | +162.5% |
| 1Y | +289.3% | -16.7% | +306.0% | +297.1% |
| 3Y | +166.1% | -10.5% | +176.6% | +163.1% |
| 5Y | +94.4% | -51.4% | +145.8% | +120.1% |
| 10Y | +227.7% | +20.0% | +207.7% | +201.3% |
| All | +639.3% | +905.5% | -266.1% | +304.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling