+13.7%
O vs CCI
-50.2%
+63.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.4% |
| 7D | -0.6% | +0.2% | -0.7% | -0.6% |
| 30D | -2.0% | +0.5% | -2.5% | -2.2% |
| 3M | +3.0% | -16.3% | +19.3% | +10.1% |
| 6M | -3.6% | -13.9% | +10.3% | +1.4% |
| YTD | +12.1% | -12.4% | +24.5% | +16.4% |
| 1Y | +8.9% | -15.2% | +24.1% | +14.4% |
| 3Y | +30.3% | -9.9% | +40.2% | +31.0% |
| 5Y | +13.7% | -50.8% | +64.6% | +58.4% |
| All | +13.7% | -50.2% | +63.9% | +58.4% |
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