+2.3%
PEP vs CCI
-37.1%
+39.5%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.6% | +1.6% | -0.4% |
| 7D | +2.9% | -0.1% | +3.0% | +2.9% |
| 30D | +14.2% | +28.4% | -14.2% | +7.6% |
| 3M | +3.2% | +20.0% | -16.8% | -1.3% |
| 6M | -7.4% | +0.8% | -8.2% | -7.9% |
| YTD | +1.5% | +3.6% | -2.1% | -0.2% |
| 1Y | +3.9% | +6.1% | -2.2% | +1.4% |
| 3Y | -5.5% | +7.2% | -12.7% | -8.7% |
| All | +2.3% | -37.1% | +39.5% | +12.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling