+312.0%
IVV vs CCI
+65.8%
+246.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.5% |
| 7D | +3.3% | -1.4% | +4.7% | +3.7% |
| 30D | -2.7% | +12.7% | -15.4% | -6.2% |
| 3M | -1.7% | +23.0% | -24.7% | -8.1% |
| 6M | +3.2% | +0.6% | +2.6% | +1.9% |
| YTD | +12.0% | +4.9% | +7.1% | +8.3% |
| 1Y | +12.1% | +0.7% | +11.4% | +9.9% |
| 3Y | +78.6% | +10.2% | +68.4% | +63.5% |
| 5Y | +73.8% | -36.4% | +110.3% | +96.8% |
| All | +312.0% | +65.8% | +246.2% | +264.4% |
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