+79.1%
META vs CCI
-36.0%
+115.0%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.3% | -2.6% | -3.7% |
| 7D | -3.1% | +2.4% | -5.5% | -3.5% |
| 30D | -18.1% | +33.2% | -51.3% | -22.7% |
| 3M | +2.9% | +25.0% | -22.1% | -1.7% |
| 6M | +0.2% | +4.8% | -4.6% | -1.1% |
| YTD | -8.1% | +6.4% | -14.5% | -10.0% |
| 1Y | -4.5% | +6.5% | -11.0% | -6.6% |
| 3Y | +94.2% | +8.6% | +85.5% | +76.7% |
| 5Y | +79.1% | -35.3% | +114.4% | +111.3% |
| All | +79.1% | -36.0% | +115.0% | +111.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling