+700.6%
IYR vs CCI
+275.9%
+424.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.1% | -0.3% |
| 7D | -1.2% | -0.4% | -0.8% | -1.2% |
| 30D | -2.9% | +2.7% | -5.5% | -3.5% |
| 3M | +0.8% | -18.2% | +19.0% | +5.8% |
| 6M | +1.9% | -14.8% | +16.6% | +5.5% |
| YTD | +9.6% | -12.6% | +22.2% | +12.6% |
| 1Y | +8.1% | -16.7% | +24.8% | +12.3% |
| 3Y | +29.2% | -10.5% | +39.7% | +31.2% |
| 5Y | +4.3% | -51.4% | +55.7% | +22.6% |
| 10Y | +64.7% | +20.0% | +44.7% | +60.2% |
| All | +700.6% | +275.9% | +424.7% | +459.8% |
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