+7.8%
LOW vs CCI
-51.2%
+59.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.8% |
| 7D | -0.6% | -0.3% | -0.4% | -0.6% |
| 30D | -9.3% | +2.1% | -11.4% | -9.9% |
| 3M | -8.1% | -17.8% | +9.8% | -2.3% |
| 6M | -19.8% | -14.2% | -5.6% | -16.2% |
| YTD | -16.4% | -13.3% | -3.0% | -13.3% |
| 1Y | -24.7% | -16.6% | -8.0% | -21.0% |
| 3Y | -8.8% | -10.8% | +2.0% | -9.3% |
| 5Y | +7.8% | -50.3% | +58.1% | +33.9% |
| All | +7.8% | -51.2% | +59.0% | +33.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling