+2,368.8%
O vs CCI
+905.5%
+1,463.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | -0.5% |
| 7D | -0.7% | -0.4% | -0.3% | -0.7% |
| 30D | -1.9% | +2.7% | -4.6% | -2.4% |
| 3M | +3.8% | -18.2% | +22.0% | +7.3% |
| 6M | -4.7% | -14.8% | +10.0% | -2.4% |
| YTD | +12.5% | -12.6% | +25.1% | +14.5% |
| 1Y | +10.8% | -16.7% | +27.6% | +13.7% |
| 3Y | +28.8% | -10.5% | +39.3% | +30.2% |
| 5Y | +13.2% | -51.4% | +64.6% | +26.0% |
| 10Y | +53.5% | +20.0% | +33.4% | +51.1% |
| All | +2,368.8% | +905.5% | +1,463.3% | +1,889.5% |
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