-21.4%
NOW vs CCI
-18.8%
-2.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.9% | -1.1% | -2.4% |
| 7D | -2.4% | -0.4% | -2.0% | -2.2% |
| 30D | +20.5% | +2.7% | +17.8% | +19.6% |
| 3M | +18.3% | -18.2% | +36.6% | +22.9% |
| 6M | +24.1% | -14.8% | +38.8% | +27.5% |
| YTD | -7.8% | -12.6% | +4.8% | -6.0% |
| 1Y | -21.4% | -16.7% | -4.7% | -20.1% |
| All | -21.4% | -18.8% | -2.6% | -20.1% |
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