+89.6%
PEP vs CCI
+59.7%
+29.9%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.5% | +0.6% |
| 7D | +4.6% | +3.2% | +1.4% | +3.5% |
| 30D | +14.0% | +12.2% | +1.8% | +9.4% |
| 3M | +5.4% | +23.1% | -17.8% | -2.7% |
| 6M | -5.1% | +1.3% | -6.4% | -6.5% |
| YTD | +3.1% | +4.5% | -1.4% | -0.3% |
| 1Y | +4.8% | +2.3% | +2.5% | +1.9% |
| 3Y | -4.1% | +9.8% | -13.9% | -11.1% |
| 5Y | +3.0% | -36.5% | +39.5% | +17.2% |
| 10Y | +89.6% | +64.7% | +24.9% | +47.6% |
| All | +89.6% | +59.7% | +29.9% | +47.6% |
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 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