+1,527.5%
META vs CCI
+136.0%
+1,391.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.9% | +2.8% | +1.6% |
| 7D | +6.7% | -0.4% | +7.1% | +6.8% |
| 30D | +4.8% | +2.7% | +2.1% | +3.9% |
| 3M | -1.6% | -18.2% | +16.6% | +4.2% |
| 6M | -7.5% | -14.8% | +7.3% | -3.7% |
| YTD | -6.4% | -12.6% | +6.2% | -3.8% |
| 1Y | -17.3% | -16.7% | -0.6% | -13.9% |
| 3Y | +109.9% | -10.5% | +120.4% | +103.1% |
| 5Y | +65.4% | -51.4% | +116.8% | +104.5% |
| 10Y | +391.8% | +20.0% | +371.8% | +349.3% |
| All | +1,527.5% | +136.0% | +1,391.5% | +1,073.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling