+1.7%
PEP vs CCI
-14.4%
+16.1%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.6% |
| 7D | +0.1% | +0.2% | -0.1% | +0.1% |
| 30D | +0.7% | +0.5% | +0.2% | +0.5% |
| 3M | -0.5% | -16.3% | +15.7% | +2.2% |
| 6M | -11.3% | -13.9% | +2.6% | -9.6% |
| YTD | -0.6% | -12.4% | +11.8% | +1.1% |
| 1Y | +1.7% | -15.2% | +16.8% | +4.8% |
| All | +1.7% | -14.4% | +16.1% | +4.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling