+446.1%
LITE vs CCI
-36.0%
+482.0%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -1.3% | -17.4% | -18.6% |
| 7D | -44.6% | +2.4% | -47.0% | -44.6% |
| 30D | -55.0% | +33.2% | -88.2% | -55.4% |
| 3M | -38.3% | +25.0% | -63.3% | -38.7% |
| 6M | -48.8% | +4.8% | -53.5% | -48.8% |
| YTD | +38.3% | +6.4% | +31.9% | +37.4% |
| 1Y | +119.0% | +6.5% | +112.5% | +117.8% |
| 3Y | +1,092.0% | +8.6% | +1,083.4% | +1,014.1% |
| 5Y | +446.1% | -35.3% | +481.4% | +498.0% |
| All | +446.1% | -36.0% | +482.0% | +498.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling