+83.6%
IYR vs CCI
+67.9%
+15.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | -0.6% |
| 7D | +0.6% | +2.5% | -1.9% | -0.7% |
| 30D | +6.6% | +14.4% | -7.9% | -1.2% |
| 3M | -1.8% | +21.7% | -23.5% | -12.7% |
| 6M | +1.4% | +4.0% | -2.6% | -2.5% |
| YTD | +10.5% | +6.2% | +4.3% | +3.8% |
| 1Y | +10.6% | +5.4% | +5.2% | +4.2% |
| 3Y | +41.8% | +11.7% | +30.1% | +25.1% |
| 5Y | +6.0% | -35.6% | +41.7% | +29.7% |
| All | +83.6% | +67.9% | +15.6% | +40.0% |
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