+360.4%
INTC vs CCI
+1,121.9%
-761.4%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.3% | -3.8% | -2.8% |
| 7D | +6.0% | +2.5% | +3.5% | +5.4% |
| 30D | -39.2% | +14.4% | -53.6% | -41.1% |
| 3M | -42.9% | +21.7% | -64.6% | -45.8% |
| 6M | -50.4% | +4.0% | -54.4% | -51.7% |
| YTD | +61.7% | +6.2% | +55.5% | +55.5% |
| 1Y | +66.1% | +5.4% | +60.7% | +60.1% |
| 3Y | +58.1% | +11.7% | +46.4% | +48.1% |
| 5Y | +27.9% | -35.6% | +63.5% | +35.2% |
| 10Y | +111.1% | +68.7% | +42.4% | +79.3% |
| All | +360.4% | +1,121.9% | -761.4% | +139.5% |
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