+27.4%
MAR vs CCI
-16.2%
+43.6%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.9% | +0.9% |
| 7D | -0.5% | -0.3% | -0.2% | -0.5% |
| 30D | -4.7% | +2.1% | -6.8% | -4.9% |
| 3M | -15.6% | -17.8% | +2.2% | -13.1% |
| 6M | +1.2% | -14.2% | +15.4% | +3.3% |
| YTD | +7.5% | -13.3% | +20.8% | +9.9% |
| All | +27.4% | -16.2% | +43.6% | +31.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling