+32.6%
NET vs CCI
-35.5%
+68.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +6.5% | -9.0% | -5.1% |
| 7D | -16.4% | +5.0% | -21.4% | -18.1% |
| 30D | -25.8% | +36.4% | -62.2% | -35.0% |
| 3M | -11.5% | +20.4% | -31.9% | -18.6% |
| 6M | +18.9% | +4.9% | +14.0% | +15.1% |
| YTD | +35.2% | +7.8% | +27.4% | +27.8% |
| 1Y | +14.5% | +7.3% | +7.2% | +8.4% |
| 3Y | +313.8% | +10.1% | +303.7% | +241.5% |
| 5Y | +32.6% | -34.8% | +67.3% | +82.0% |
| All | +32.6% | -35.5% | +68.1% | +82.0% |
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