-40.3%
NOW vs CCI
+1.4%
-41.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.3% | +3.5% | +3.2% |
| 7D | -5.6% | -3.4% | -2.2% | -4.9% |
| 30D | -26.8% | +9.9% | -36.7% | -28.6% |
| 3M | -19.4% | +22.7% | -42.1% | -23.7% |
| 6M | +12.3% | +0.8% | +11.5% | +10.8% |
| YTD | -32.9% | +4.1% | -37.1% | -34.5% |
| 1Y | -40.3% | -0.6% | -39.7% | -41.4% |
| All | -40.3% | +1.4% | -41.7% | -41.4% |
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