-6.5%
IR vs CCI
-14.4%
+8.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.7% |
| 7D | +0.6% | +0.2% | +0.5% | +0.6% |
| 30D | -13.6% | +0.5% | -14.1% | -13.7% |
| 3M | +3.7% | -16.3% | +20.0% | +6.7% |
| 6M | -13.1% | -13.9% | +0.9% | -10.7% |
| YTD | -5.1% | -12.4% | +7.3% | -3.0% |
| 1Y | -6.5% | -15.2% | +8.7% | -2.9% |
| All | -6.5% | -14.4% | +8.0% | -2.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling