+43.2%
KO vs CCI
+7.6%
+35.7%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +6.5% | -5.4% | +0.5% |
| 7D | +4.4% | +5.0% | -0.6% | +4.0% |
| 30D | +10.7% | +36.4% | -25.6% | +7.3% |
| 3M | +11.3% | +20.4% | -9.1% | +9.6% |
| 6M | +24.0% | +4.9% | +19.1% | +23.5% |
| YTD | +39.7% | +7.8% | +31.9% | +38.6% |
| 1Y | +43.2% | +7.3% | +35.9% | +42.2% |
| All | +43.2% | +7.6% | +35.7% | +42.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling