+718.0%
PEP vs CCI
+905.5%
-187.5%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.2% | -0.5% |
| 7D | -1.4% | -0.4% | -1.0% | -1.4% |
| 30D | +0.2% | +2.7% | -2.5% | 0.0% |
| 3M | -1.1% | -18.2% | +17.1% | +0.6% |
| 6M | -13.5% | -14.8% | +1.3% | -12.3% |
| YTD | -1.2% | -12.6% | +11.4% | -0.2% |
| 1Y | -1.6% | -16.7% | +15.2% | -0.2% |
| 3Y | -12.5% | -10.5% | -2.0% | -12.1% |
| 5Y | +3.0% | -51.4% | +54.5% | +8.5% |
| 10Y | +73.9% | +20.0% | +53.9% | +72.3% |
| All | +718.0% | +905.5% | -187.5% | +588.7% |
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