+185.4%
MAR vs CCI
-36.8%
+222.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | +1.0% | -3.4% | +4.4% | +1.5% |
| 30D | +16.2% | +9.9% | +6.3% | +14.7% |
| 3M | +23.1% | +22.7% | +0.4% | +19.5% |
| 6M | +22.0% | +0.8% | +21.1% | +21.6% |
| YTD | +39.2% | +4.1% | +35.0% | +37.7% |
| 1Y | +48.3% | -0.6% | +48.9% | +47.8% |
| 3Y | +123.4% | +9.4% | +113.9% | +111.5% |
| 5Y | +185.4% | -36.8% | +222.2% | +188.9% |
| All | +185.4% | -36.8% | +222.2% | +188.9% |
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