+107.3%
META vs CCI
-10.5%
+117.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.9% | +2.8% | +0.9% |
| 7D | +6.7% | -0.4% | +7.1% | +6.7% |
| 30D | +4.8% | +2.7% | +2.1% | +4.9% |
| 3M | -1.6% | -18.2% | +16.6% | -3.5% |
| 6M | -7.5% | -14.8% | +7.3% | -8.7% |
| YTD | -6.4% | -12.6% | +6.2% | -7.3% |
| 1Y | -17.3% | -16.7% | -0.6% | -18.7% |
| All | +107.3% | -10.5% | +117.8% | +106.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling