+738.6%
IVV vs CCI
+415.8%
+322.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.6% | +2.9% | +0.8% |
| 7D | -2.7% | -0.1% | -2.6% | -2.7% |
| 30D | -5.4% | +28.4% | -33.8% | -10.2% |
| 3M | -4.1% | +20.0% | -24.0% | -7.8% |
| 6M | +0.7% | +0.8% | 0.0% | -0.3% |
| YTD | +8.7% | +3.6% | +5.1% | +6.6% |
| 1Y | +11.0% | +6.1% | +4.9% | +8.2% |
| 3Y | +75.4% | +7.2% | +68.2% | +68.4% |
| 5Y | +68.3% | -37.0% | +105.3% | +78.6% |
| 10Y | +315.5% | +54.2% | +261.4% | +270.7% |
| All | +738.6% | +415.8% | +322.8% | +448.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling