+293.0%
LOW vs CCI
+67.9%
+225.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | -0.4% |
| 7D | +1.4% | +2.5% | -1.1% | +0.5% |
| 30D | +21.7% | +14.4% | +7.3% | +15.4% |
| 3M | +5.0% | +21.7% | -16.7% | -3.4% |
| 6M | +4.6% | +4.0% | +0.6% | +1.7% |
| YTD | -3.5% | +6.2% | -9.7% | -7.7% |
| 1Y | +0.5% | +5.4% | -4.9% | -3.6% |
| 3Y | +24.8% | +11.7% | +13.1% | +13.4% |
| 5Y | +6.5% | -35.6% | +42.1% | +22.2% |
| All | +293.0% | +67.9% | +225.0% | +260.2% |
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