+2,053.0%
LLY vs CCI
+65.8%
+1,987.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.9% |
| 7D | +4.6% | -1.4% | +6.0% | +5.0% |
| 30D | +22.4% | +12.7% | +9.6% | +18.2% |
| 3M | +17.1% | +23.0% | -5.9% | +9.9% |
| 6M | +44.6% | +0.6% | +44.0% | +43.2% |
| YTD | +33.5% | +4.9% | +28.6% | +30.1% |
| 1Y | +41.1% | +0.7% | +40.4% | +39.1% |
| 3Y | +143.8% | +10.2% | +133.5% | +127.2% |
| 5Y | +473.4% | -36.4% | +509.8% | +544.0% |
| All | +2,053.0% | +65.8% | +1,987.2% | +1,684.1% |
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