+375.9%
KO vs CCI
+907.3%
-531.4%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.3% |
| 7D | +0.4% | +0.2% | +0.2% | +0.4% |
| 30D | +1.5% | +0.5% | +1.0% | +1.5% |
| 3M | +11.8% | -16.3% | +28.1% | +13.5% |
| 6M | +16.2% | -13.9% | +30.2% | +17.6% |
| YTD | +28.1% | -12.4% | +40.5% | +29.3% |
| 1Y | +34.8% | -15.2% | +49.9% | +36.3% |
| 3Y | +65.5% | -9.9% | +75.3% | +66.0% |
| 5Y | +81.6% | -50.8% | +132.4% | +91.1% |
| 10Y | +176.7% | +18.3% | +158.4% | +173.5% |
| All | +375.9% | +907.3% | -531.4% | +303.4% |
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