+5.7%
IYR vs CCI
-51.2%
+56.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.6% |
| 7D | -0.9% | -0.3% | -0.6% | -0.8% |
| 30D | -2.4% | +2.1% | -4.5% | -3.4% |
| 3M | -2.0% | -17.8% | +15.8% | +7.3% |
| 6M | +2.5% | -14.2% | +16.7% | +9.3% |
| YTD | +8.3% | -13.3% | +21.7% | +14.2% |
| 1Y | +6.5% | -16.6% | +23.1% | +14.3% |
| 3Y | +29.3% | -10.8% | +40.1% | +29.6% |
| 5Y | +5.7% | -50.3% | +56.0% | +51.3% |
| All | +5.7% | -51.2% | +56.9% | +51.3% |
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 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