+29.3%
IYR vs CCI
-10.8%
+40.1%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.7% |
| 7D | -0.9% | -0.3% | -0.6% | -0.8% |
| 30D | -2.4% | +2.1% | -4.5% | -3.2% |
| 3M | -2.0% | -17.8% | +15.8% | +5.6% |
| 6M | +2.5% | -14.2% | +16.7% | +8.1% |
| YTD | +8.3% | -13.3% | +21.7% | +13.3% |
| 1Y | +6.5% | -16.6% | +23.1% | +13.1% |
| All | +29.3% | -10.8% | +40.1% | +28.3% |
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