+2,323.3%
O vs CCI
+1,102.0%
+1,221.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.7% | -0.2% |
| 7D | +3.5% | +3.2% | +0.3% | +3.0% |
| 30D | +10.4% | +12.2% | -1.8% | +8.1% |
| 3M | -2.4% | +23.1% | -25.6% | -6.2% |
| 6M | -1.2% | +1.3% | -2.5% | -2.0% |
| YTD | +10.4% | +4.5% | +5.9% | +8.6% |
| 1Y | +11.4% | +2.3% | +9.1% | +10.0% |
| 3Y | +40.4% | +9.8% | +30.6% | +36.6% |
| 5Y | +12.1% | -36.5% | +48.7% | +19.0% |
| 10Y | +82.7% | +64.7% | +18.1% | +70.7% |
| All | +2,323.3% | +1,102.0% | +1,221.3% | +1,786.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling