+5,083.9%
LITE vs CCI
+47.6%
+5,036.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.9% | +5.8% | +4.4% |
| 7D | -1.5% | -0.4% | -1.1% | -1.5% |
| 30D | +6.7% | +2.7% | +4.0% | +6.0% |
| 3M | -6.8% | -18.2% | +11.5% | -3.0% |
| 6M | +29.4% | -14.8% | +44.2% | +32.7% |
| YTD | +139.1% | -12.6% | +151.7% | +141.7% |
| 1Y | +521.0% | -16.7% | +537.7% | +535.4% |
| 3Y | +1,535.3% | -10.5% | +1,545.8% | +1,451.9% |
| 5Y | +889.8% | -51.4% | +941.3% | +1,087.4% |
| 10Y | +2,400.7% | +20.0% | +2,380.7% | +2,076.5% |
| All | +5,083.9% | +47.6% | +5,036.3% | +4,318.0% |
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 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