+10.1%
IR vs CCI
-9.6%
+19.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.9% | +3.1% | +1.4% |
| 7D | -2.8% | -0.4% | -2.4% | -2.8% |
| 30D | -15.1% | +2.7% | -17.8% | -15.4% |
| 3M | +6.1% | -18.2% | +24.3% | +8.3% |
| 6M | -16.8% | -14.8% | -2.0% | -15.5% |
| YTD | -3.5% | -12.6% | +9.1% | -2.5% |
| 1Y | -3.5% | -16.7% | +13.3% | -2.0% |
| All | +10.1% | -9.6% | +19.7% | +4.1% |
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