+1,402.3%
LITE vs CCI
+51.9%
+1,350.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.6% | +8.3% | +6.2% |
| 7D | -35.9% | -0.1% | -35.8% | -35.9% |
| 30D | -51.5% | +28.4% | -79.9% | -54.3% |
| 3M | -35.7% | +20.0% | -55.7% | -38.5% |
| 6M | -43.0% | +0.8% | -43.7% | -43.7% |
| YTD | +46.1% | +3.6% | +42.5% | +41.8% |
| 1Y | +124.7% | +6.1% | +118.6% | +116.9% |
| 3Y | +1,172.1% | +7.2% | +1,164.9% | +1,050.8% |
| 5Y | +477.0% | -37.0% | +514.0% | +544.7% |
| All | +1,402.3% | +51.9% | +1,350.4% | +1,038.8% |
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