-22.0%
NOW vs CCI
+10.3%
-32.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.7% | -4.8% | -3.2% |
| 7D | -8.7% | +3.2% | -11.9% | -9.0% |
| 30D | -29.3% | +12.2% | -41.5% | -30.1% |
| 3M | -21.8% | +23.1% | -45.0% | -23.5% |
| 6M | +9.2% | +1.3% | +8.0% | +7.9% |
| YTD | -35.0% | +4.5% | -39.5% | -35.9% |
| 1Y | -42.5% | +2.3% | -44.8% | -43.4% |
| All | -22.0% | +10.3% | -32.3% | -24.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling