+78.8%
IVV vs CCI
+10.7%
+68.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.3% |
| 7D | +3.3% | -1.4% | +4.7% | +3.4% |
| 30D | -2.7% | +12.7% | -15.4% | -3.1% |
| 3M | -1.7% | +23.0% | -24.7% | -2.6% |
| 6M | +3.2% | +0.6% | +2.6% | +3.1% |
| YTD | +12.0% | +4.9% | +7.1% | +11.5% |
| 1Y | +12.1% | +0.7% | +11.4% | +11.9% |
| All | +78.8% | +10.7% | +68.1% | +75.8% |
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