+1,545.2%
LLY vs CCI
+17.2%
+1,528.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.4% | -2.3% |
| 7D | -3.1% | +0.2% | -3.3% | -3.2% |
| 30D | -5.1% | +0.5% | -5.6% | -5.3% |
| 3M | -2.1% | -16.3% | +14.2% | +2.6% |
| 6M | +13.8% | -13.9% | +27.8% | +18.1% |
| YTD | +5.1% | -12.4% | +17.5% | +8.2% |
| 1Y | +53.1% | -15.2% | +68.3% | +58.8% |
| 3Y | +95.6% | -9.9% | +105.5% | +93.9% |
| 5Y | +361.5% | -50.8% | +412.3% | +460.6% |
| 10Y | +1,545.2% | +18.3% | +1,526.9% | +1,537.4% |
| All | +1,545.2% | +17.2% | +1,528.0% | +1,537.4% |
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