+104.7%
LLY vs CCI
-9.6%
+114.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | -0.6% |
| 7D | -2.1% | -0.4% | -1.7% | -2.1% |
| 30D | -1.6% | +2.7% | -4.3% | -2.0% |
| 3M | +2.3% | -18.2% | +20.5% | +5.2% |
| 6M | +14.9% | -14.8% | +29.7% | +17.3% |
| YTD | +7.5% | -12.6% | +20.1% | +9.1% |
| 1Y | +55.7% | -16.7% | +72.4% | +58.6% |
| All | +104.7% | -9.6% | +114.3% | +106.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling