+558.7%
KMB vs CCI
+905.5%
-346.8%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.9% | +0.2% | -1.4% |
| 7D | -3.0% | -0.4% | -2.6% | -3.0% |
| 30D | -5.5% | +2.7% | -8.2% | -5.7% |
| 3M | +14.0% | -18.2% | +32.2% | +15.8% |
| 6M | +4.1% | -14.8% | +18.9% | +5.3% |
| YTD | +8.0% | -12.6% | +20.6% | +9.0% |
| 1Y | -13.7% | -16.7% | +3.0% | -12.7% |
| 3Y | -5.9% | -10.5% | +4.6% | -5.6% |
| 5Y | -8.6% | -51.4% | +42.8% | -4.1% |
| 10Y | +17.3% | +20.0% | -2.8% | +15.9% |
| All | +558.7% | +905.5% | -346.8% | +485.9% |
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