+498.8%
MAR vs CCI
+67.9%
+430.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.6% | -0.6% |
| 7D | +1.6% | +2.5% | -0.9% | +1.2% |
| 30D | +13.8% | +14.4% | -0.6% | +10.9% |
| 3M | +20.3% | +21.7% | -1.4% | +15.6% |
| 6M | +21.3% | +4.0% | +17.3% | +19.8% |
| YTD | +37.2% | +6.2% | +31.0% | +34.5% |
| 1Y | +48.4% | +5.4% | +43.0% | +45.7% |
| 3Y | +120.1% | +11.7% | +108.4% | +107.9% |
| 5Y | +182.1% | -35.6% | +217.7% | +203.5% |
| All | +498.8% | +67.9% | +430.9% | +458.8% |
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