+112.5%
NET vs CCI
-51.4%
+163.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.9% | -0.1% | -1.2% |
| 7D | -7.0% | -0.4% | -6.6% | -6.8% |
| 30D | -4.8% | +2.7% | -7.5% | -5.9% |
| 3M | +3.8% | -18.2% | +22.0% | +12.4% |
| 6M | +50.0% | -14.8% | +64.8% | +58.4% |
| YTD | +41.5% | -12.6% | +54.1% | +46.7% |
| 1Y | +32.8% | -16.7% | +49.6% | +40.4% |
| 3Y | +335.9% | -10.5% | +346.4% | +294.6% |
| All | +112.5% | -51.4% | +163.9% | +276.6% |
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