+13.5%
KMB vs CCI
+23.6%
-10.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.4% | -2.7% | -1.1% |
| 7D | -6.5% | -0.3% | -6.2% | -6.4% |
| 30D | -8.8% | +2.2% | -11.0% | -9.5% |
| 3M | -2.2% | -16.9% | +14.7% | +3.2% |
| 6M | +0.7% | -11.5% | +12.2% | +3.8% |
| YTD | +1.0% | -12.8% | +13.9% | +4.2% |
| 1Y | -20.3% | -17.1% | -3.2% | -16.6% |
| 3Y | -13.3% | -9.6% | -3.6% | -13.4% |
| 5Y | -12.9% | -48.9% | +36.0% | +4.5% |
| All | +13.5% | +23.6% | -10.2% | +2.8% |
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 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