+504.6%
NOW vs CCI
+51.6%
+453.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.6% | +1.1% |
| 7D | -3.1% | +0.9% | -4.0% | -3.5% |
| 30D | -27.0% | +10.3% | -37.3% | -30.5% |
| 3M | -17.7% | +17.9% | -35.6% | -24.3% |
| 6M | +12.7% | -0.5% | +13.2% | +11.4% |
| YTD | -32.9% | +2.7% | -35.6% | -35.3% |
| 1Y | -40.4% | +3.1% | -43.5% | -42.7% |
| 3Y | -17.1% | +8.0% | -25.1% | -26.9% |
| 5Y | -25.7% | -37.8% | +12.1% | -10.6% |
| 10Y | +504.6% | +56.5% | +448.1% | +383.7% |
| All | +504.6% | +51.6% | +453.0% | +383.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling