+55.3%
O vs CCI
+17.8%
+37.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -1.0% |
| 7D | -2.3% | -0.3% | -2.0% | -2.1% |
| 30D | -2.4% | +2.1% | -4.6% | -3.5% |
| 3M | -0.6% | -17.8% | +17.3% | +9.2% |
| 6M | -5.0% | -14.2% | +9.2% | +1.4% |
| YTD | +10.4% | -13.3% | +23.7% | +16.2% |
| 1Y | +6.6% | -16.6% | +23.2% | +14.2% |
| 3Y | +28.4% | -10.8% | +39.2% | +29.0% |
| 5Y | +15.3% | -50.3% | +65.6% | +59.7% |
| 10Y | +55.3% | +22.5% | +32.8% | +24.1% |
| All | +55.3% | +17.8% | +37.5% | +24.1% |
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