+2,679.9%
MAR vs CCI
+905.5%
+1,774.4%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.0% | +0.5% |
| 7D | -4.2% | -0.4% | -3.7% | -4.1% |
| 30D | -6.7% | +2.7% | -9.4% | -7.2% |
| 3M | -12.5% | -18.2% | +5.7% | -9.5% |
| 6M | +0.6% | -14.8% | +15.4% | +3.1% |
| YTD | +9.1% | -12.6% | +21.7% | +11.1% |
| 1Y | +26.2% | -16.7% | +43.0% | +29.5% |
| 3Y | +68.2% | -10.5% | +78.7% | +67.7% |
| 5Y | +163.9% | -51.4% | +215.3% | +192.7% |
| 10Y | +420.6% | +20.0% | +400.5% | +378.7% |
| All | +2,679.9% | +905.5% | +1,774.4% | +1,504.0% |
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