+562.5%
LITE vs CCI
-35.6%
+598.1%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.3% | -5.8% | -4.5% |
| 7D | +10.8% | +2.5% | +8.3% | +10.7% |
| 30D | -33.4% | +14.4% | -47.9% | -33.6% |
| 3M | -32.2% | +21.7% | -53.9% | -32.7% |
| 6M | -42.1% | +4.0% | -46.1% | -42.1% |
| YTD | +61.9% | +6.2% | +55.7% | +60.8% |
| 1Y | +163.0% | +5.4% | +157.6% | +161.7% |
| 3Y | +1,358.0% | +11.7% | +1,346.3% | +1,246.6% |
| All | +562.5% | -35.6% | +598.1% | +644.9% |
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 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