+48.4%
IR vs CCI
-51.4%
+99.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.9% | +3.1% | +1.7% |
| 7D | -2.8% | -0.4% | -2.4% | -2.8% |
| 30D | -15.1% | +2.7% | -17.8% | -15.7% |
| 3M | +6.1% | -18.2% | +24.3% | +10.7% |
| 6M | -16.8% | -14.8% | -2.0% | -14.2% |
| YTD | -3.5% | -12.6% | +9.1% | -1.4% |
| 1Y | -3.5% | -16.7% | +13.3% | -0.2% |
| 3Y | +9.5% | -10.5% | +20.0% | +6.2% |
| All | +48.4% | -51.4% | +99.8% | +73.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling