+5.9%
IYR vs CCI
-36.6%
+42.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.9% |
| 7D | -0.1% | -1.4% | +1.3% | +0.5% |
| 30D | +5.7% | +12.7% | -7.0% | -0.2% |
| 3M | -0.6% | +23.0% | -23.6% | -10.5% |
| 6M | +0.5% | +0.6% | -0.1% | -0.7% |
| YTD | +10.4% | +4.9% | +5.6% | +5.7% |
| 1Y | +9.2% | +0.7% | +8.5% | +6.8% |
| 3Y | +40.5% | +10.2% | +30.3% | +26.4% |
| 5Y | +5.9% | -36.4% | +42.4% | +29.5% |
| All | +5.9% | -36.6% | +42.5% | +29.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling