+12.4%
O vs CCI
-37.5%
+49.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.6% | +1.1% |
| 7D | +3.3% | +0.9% | +2.4% | +2.9% |
| 30D | +10.3% | +10.3% | +0.1% | +6.2% |
| 3M | -3.5% | +17.9% | -21.3% | -9.7% |
| 6M | -1.3% | -0.5% | -0.8% | -1.8% |
| YTD | +10.3% | +2.7% | +7.6% | +7.4% |
| 1Y | +10.4% | +3.1% | +7.3% | +7.2% |
| 3Y | +40.0% | +8.0% | +32.0% | +30.9% |
| 5Y | +12.4% | -37.8% | +50.1% | +29.6% |
| All | +12.4% | -37.5% | +49.8% | +29.6% |
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