+62.9%
KO vs CCI
-12.4%
+75.3%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.1% | +0.7% |
| 7D | -1.1% | -4.4% | +3.3% | -0.2% |
| 30D | +1.6% | +0.3% | +1.2% | +1.5% |
| 3M | +5.8% | -20.0% | +25.7% | +10.3% |
| 6M | +14.3% | -14.5% | +28.8% | +17.4% |
| YTD | +27.3% | -14.9% | +42.2% | +30.6% |
| 1Y | +33.2% | -17.7% | +50.8% | +37.5% |
| All | +62.9% | -12.4% | +75.3% | +67.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling