+327.1%
NET vs CCI
-10.5%
+337.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.9% | -0.1% | -1.9% |
| 7D | -7.0% | -0.4% | -6.6% | -7.0% |
| 30D | -4.8% | +2.7% | -7.5% | -4.9% |
| 3M | +3.8% | -18.2% | +22.0% | +4.3% |
| 6M | +50.0% | -14.8% | +64.8% | +50.5% |
| YTD | +41.5% | -12.6% | +54.1% | +41.4% |
| 1Y | +32.8% | -16.7% | +49.6% | +32.8% |
| All | +327.1% | -10.5% | +337.6% | +303.7% |
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