+102.0%
META vs CCI
+6.5%
+95.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.9% | +6.0% | +5.1% |
| 7D | +5.7% | +0.9% | +4.8% | +5.8% |
| 30D | -10.8% | +10.3% | -21.0% | -10.1% |
| 3M | +8.4% | +17.9% | -9.5% | +9.8% |
| 6M | +5.4% | -0.5% | +5.9% | +4.8% |
| YTD | -2.6% | +2.7% | -5.3% | -2.5% |
| 1Y | +3.5% | +3.1% | +0.4% | +3.7% |
| 3Y | +102.0% | +8.0% | +94.0% | +101.1% |
| All | +102.0% | +6.5% | +95.5% | +101.1% |
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 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