+345.2%
IR vs CCI
+39.6%
+305.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.9% | +5.6% | +4.9% |
| 7D | +5.0% | +0.9% | +4.1% | +4.7% |
| 30D | +10.3% | +10.3% | 0.0% | +7.5% |
| 3M | -0.1% | +17.9% | -18.0% | -4.6% |
| 6M | +14.8% | -0.5% | +15.2% | +13.8% |
| YTD | +9.7% | +2.7% | +7.0% | +7.6% |
| 1Y | +12.2% | +3.1% | +9.1% | +9.8% |
| 3Y | +30.0% | +8.0% | +22.0% | +21.6% |
| 5Y | +46.8% | -37.8% | +84.6% | +62.4% |
| All | +345.2% | +39.6% | +305.6% | +336.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling