+2,077.5%
LLY vs CCI
+67.9%
+2,009.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.1% | +0.8% |
| 7D | +6.6% | +2.5% | +4.1% | +5.9% |
| 30D | +19.4% | +14.4% | +5.0% | +14.9% |
| 3M | +19.6% | +21.7% | -2.1% | +12.6% |
| 6M | +42.6% | +4.0% | +38.5% | +39.8% |
| YTD | +35.0% | +6.2% | +28.8% | +31.2% |
| 1Y | +42.0% | +5.4% | +36.6% | +38.2% |
| 3Y | +140.5% | +11.7% | +128.8% | +123.3% |
| 5Y | +479.9% | -35.6% | +515.5% | +549.1% |
| All | +2,077.5% | +67.9% | +2,009.5% | +1,698.2% |
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