+227.5%
LOW vs CCI
+23.6%
+203.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.4% | -2.3% | -0.8% |
| 7D | -3.7% | -0.3% | -3.5% | -3.6% |
| 30D | -8.9% | +2.2% | -11.1% | -9.7% |
| 3M | -10.4% | -16.9% | +6.5% | -4.2% |
| 6M | -19.4% | -11.5% | -7.9% | -16.3% |
| YTD | -17.1% | -12.8% | -4.3% | -13.9% |
| 1Y | -26.3% | -17.1% | -9.2% | -21.9% |
| 3Y | -9.9% | -9.6% | -0.2% | -10.6% |
| 5Y | +6.1% | -48.9% | +55.1% | +33.9% |
| All | +227.5% | +23.6% | +203.9% | +231.9% |
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