+322.4%
NET vs CCI
+10.5%
+311.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +6.5% | -9.0% | -2.7% |
| 7D | -16.4% | +5.0% | -21.4% | -16.5% |
| 30D | -25.8% | +36.4% | -62.2% | -26.4% |
| 3M | -11.5% | +20.4% | -31.9% | -12.3% |
| 6M | +18.9% | +4.9% | +14.0% | +17.3% |
| YTD | +35.2% | +7.8% | +27.4% | +33.1% |
| 1Y | +14.5% | +7.3% | +7.2% | +12.7% |
| All | +322.4% | +10.5% | +311.9% | +265.8% |
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