+1,533.3%
LITE vs CCI
+51.6%
+1,481.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -0.9% | +11.6% | +10.9% |
| 7D | -12.9% | +0.9% | -13.8% | -13.2% |
| 30D | -46.0% | +10.3% | -56.3% | -47.2% |
| 3M | -33.0% | +17.9% | -50.9% | -35.7% |
| 6M | -34.0% | -0.5% | -33.6% | -34.7% |
| YTD | +61.7% | +2.7% | +59.0% | +57.2% |
| 1Y | +148.3% | +3.1% | +145.1% | +141.4% |
| 3Y | +1,408.5% | +8.0% | +1,400.5% | +1,256.6% |
| 5Y | +546.2% | -37.8% | +584.0% | +624.8% |
| 10Y | +1,533.3% | +56.5% | +1,476.8% | +1,046.3% |
| All | +1,533.3% | +51.6% | +1,481.7% | +1,046.3% |
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