-40.7%
NOW vs CCI
+4.0%
-44.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.6% | +0.9% |
| 7D | -3.1% | +0.9% | -4.0% | -3.3% |
| 30D | -27.0% | +10.3% | -37.3% | -28.9% |
| 3M | -17.7% | +17.9% | -35.6% | -21.2% |
| 6M | +12.7% | -0.5% | +13.2% | +11.5% |
| YTD | -32.9% | +2.7% | -35.6% | -34.4% |
| All | -40.7% | +4.0% | -44.7% | -41.9% |
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