+309.6%
IVV vs CCI
+51.6%
+258.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.9% | +3.2% | +2.6% |
| 7D | +0.1% | +0.9% | -0.8% | -0.2% |
| 30D | -3.3% | +10.3% | -13.6% | -6.3% |
| 3M | -2.4% | +17.9% | -20.3% | -7.6% |
| 6M | +2.6% | -0.5% | +3.1% | +1.6% |
| YTD | +11.3% | +2.7% | +8.6% | +8.3% |
| 1Y | +13.4% | +3.1% | +10.3% | +10.2% |
| 3Y | +80.3% | +8.0% | +72.3% | +66.0% |
| 5Y | +72.7% | -37.8% | +110.5% | +96.7% |
| 10Y | +309.6% | +56.5% | +253.1% | +269.0% |
| All | +309.6% | +51.6% | +258.0% | +269.0% |
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 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