+447.1%
META vs CCI
+65.8%
+381.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -1.0% |
| 7D | +3.1% | -1.4% | +4.4% | +3.4% |
| 30D | -18.2% | +12.7% | -30.9% | -21.1% |
| 3M | +7.8% | +23.0% | -15.2% | +0.9% |
| 6M | +3.6% | +0.6% | +3.0% | +2.5% |
| YTD | -5.3% | +4.9% | -10.2% | -8.3% |
| 1Y | +2.7% | +0.7% | +2.1% | +0.7% |
| 3Y | +91.5% | +10.2% | +81.3% | +72.4% |
| 5Y | +84.7% | -36.4% | +121.1% | +111.2% |
| All | +447.1% | +65.8% | +381.2% | +411.1% |
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 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