+3,445.4%
MAR vs CCI
+1,098.1%
+2,347.4%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | +1.0% | -3.4% | +4.4% | +1.7% |
| 30D | +16.2% | +9.9% | +6.3% | +14.0% |
| 3M | +23.1% | +22.7% | +0.4% | +18.0% |
| 6M | +22.0% | +0.8% | +21.1% | +20.8% |
| YTD | +39.2% | +4.1% | +35.0% | +36.6% |
| 1Y | +48.3% | -0.6% | +48.9% | +46.8% |
| 3Y | +123.4% | +9.4% | +113.9% | +114.0% |
| 5Y | +185.4% | -36.8% | +222.2% | +200.5% |
| 10Y | +539.2% | +65.4% | +473.7% | +452.2% |
| All | +3,445.4% | +1,098.1% | +2,347.4% | +1,872.3% |
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