-7.8%
LOW vs CCI
-10.9%
+3.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -2.0% | -1.8% |
| 7D | +0.4% | +0.2% | +0.2% | +0.3% |
| 30D | -10.1% | +0.5% | -10.6% | -10.2% |
| 3M | -2.9% | -16.3% | +13.4% | +1.3% |
| 6M | -19.4% | -13.9% | -5.5% | -16.7% |
| YTD | -15.4% | -12.4% | -3.0% | -13.2% |
| 1Y | -24.9% | -15.2% | -9.8% | -22.4% |
| 3Y | -7.8% | -9.9% | +2.1% | -8.5% |
| All | -7.8% | -10.9% | +3.1% | -8.5% |
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