+404.3%
META vs CCI
+51.9%
+352.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.6% | +3.4% | +1.6% |
| 7D | -0.8% | -0.1% | -0.7% | -0.8% |
| 30D | -15.4% | +28.4% | -43.8% | -21.7% |
| 3M | +3.5% | +20.0% | -16.5% | -2.4% |
| 6M | -0.3% | +0.8% | -1.0% | -1.4% |
| YTD | -7.3% | +3.6% | -10.9% | -9.9% |
| 1Y | -1.1% | +6.1% | -7.2% | -4.7% |
| 3Y | +95.1% | +7.2% | +87.9% | +77.5% |
| 5Y | +80.6% | -37.0% | +117.6% | +106.9% |
| All | +404.3% | +51.9% | +352.3% | +372.8% |
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