-26.4%
NOW vs CCI
-37.1%
+10.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.6% | +2.2% | +0.4% |
| 7D | -3.0% | -0.1% | -2.9% | -3.0% |
| 30D | -26.0% | +28.4% | -54.4% | -32.2% |
| 3M | -13.1% | +20.0% | -33.1% | -18.5% |
| 6M | +14.5% | +0.8% | +13.7% | +13.3% |
| YTD | -33.4% | +3.6% | -37.0% | -35.1% |
| 1Y | -40.6% | +6.1% | -46.7% | -42.7% |
| 3Y | -16.3% | +7.2% | -23.5% | -25.1% |
| All | -26.4% | -37.1% | +10.8% | -13.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling