+5.6%
META vs CCI
+2.5%
+3.1%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.3% | +1.6% | +2.9% |
| 7D | +5.2% | +2.5% | +2.7% | +5.1% |
| 30D | -13.0% | +14.4% | -27.4% | -13.2% |
| 3M | +7.9% | +21.7% | -13.7% | +7.6% |
| 6M | +4.2% | +4.0% | +0.2% | +3.3% |
| YTD | -2.5% | +6.2% | -8.7% | -1.8% |
| 1Y | +5.6% | +5.4% | +0.2% | +6.5% |
| All | +5.6% | +2.5% | +3.1% | +6.5% |
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