+3,276.5%
LOW vs CCI
+1,098.1%
+2,178.5%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | -0.1% |
| 7D | +1.0% | -3.4% | +4.3% | +1.6% |
| 30D | +25.6% | +9.9% | +15.7% | +23.2% |
| 3M | +5.3% | +22.7% | -17.4% | +0.8% |
| 6M | +3.7% | +0.8% | +2.9% | +2.8% |
| YTD | -1.9% | +4.1% | -6.0% | -3.7% |
| 1Y | +0.6% | -0.6% | +1.2% | -0.4% |
| 3Y | +26.4% | +9.4% | +17.0% | +22.0% |
| 5Y | +10.1% | -36.8% | +47.0% | +17.4% |
| 10Y | +301.3% | +65.4% | +235.8% | +260.6% |
| All | +3,276.5% | +1,098.1% | +2,178.5% | +1,641.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling