+1.9%
META vs CCI
+4.0%
-2.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.9% | +6.0% | +5.1% |
| 7D | +5.7% | +0.9% | +4.8% | +5.7% |
| 30D | -10.8% | +10.3% | -21.0% | -10.9% |
| 3M | +8.4% | +17.9% | -9.5% | +8.2% |
| 6M | +5.4% | -0.5% | +5.9% | +4.5% |
| YTD | -2.6% | +2.7% | -5.3% | -2.3% |
| All | +1.9% | +4.0% | -2.2% | +2.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling