+177.9%
KO vs CCI
+20.8%
+157.1%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.1% | +0.9% |
| 7D | -1.1% | -4.4% | +3.3% | +0.3% |
| 30D | +1.6% | +0.3% | +1.2% | +1.4% |
| 3M | +5.8% | -20.0% | +25.7% | +13.3% |
| 6M | +14.3% | -14.5% | +28.8% | +19.4% |
| YTD | +27.3% | -14.9% | +42.2% | +32.4% |
| 1Y | +33.2% | -17.7% | +50.8% | +39.8% |
| 3Y | +64.5% | -12.4% | +76.8% | +65.4% |
| 5Y | +83.1% | -50.1% | +133.2% | +124.5% |
| All | +177.9% | +20.8% | +157.1% | +150.0% |
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