-5.5%
PEP vs CCI
+6.3%
-11.8%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.6% | +1.6% | -0.5% |
| 7D | +2.9% | -0.1% | +3.0% | +2.9% |
| 30D | +14.2% | +28.4% | -14.2% | +8.1% |
| 3M | +3.2% | +20.0% | -16.8% | -0.8% |
| 6M | -7.4% | +0.8% | -8.2% | -7.4% |
| YTD | +1.5% | +3.6% | -2.1% | +0.3% |
| 1Y | +3.9% | +6.1% | -2.2% | +1.9% |
| 3Y | -5.5% | +7.2% | -12.7% | -4.2% |
| All | -5.5% | +6.3% | -11.8% | -4.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling