+14.5%
NET vs CCI
+7.6%
+6.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +6.5% | -9.0% | -3.5% |
| 7D | -16.4% | +5.0% | -21.4% | -17.0% |
| 30D | -25.8% | +36.4% | -62.2% | -29.5% |
| 3M | -11.5% | +20.4% | -31.9% | -14.7% |
| 6M | +18.9% | +4.9% | +14.0% | +16.0% |
| YTD | +35.2% | +7.8% | +27.4% | +29.6% |
| 1Y | +14.5% | +7.3% | +7.2% | +9.9% |
| All | +14.5% | +7.6% | +6.9% | +9.9% |
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