+49.6%
PFE vs CCI
+51.6%
-2.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.3% | -0.3% |
| 7D | -4.7% | +0.9% | -5.6% | -5.0% |
| 30D | +3.4% | +10.3% | -6.9% | +0.3% |
| 3M | +9.2% | +17.9% | -8.7% | +3.5% |
| 6M | +15.8% | -0.5% | +16.3% | +15.0% |
| YTD | +23.4% | +2.7% | +20.7% | +20.7% |
| 1Y | +25.8% | +3.1% | +22.7% | +22.7% |
| 3Y | +17.8% | +8.0% | +9.9% | +11.6% |
| 5Y | -20.2% | -37.8% | +17.6% | -10.8% |
| 10Y | +49.6% | +56.5% | -6.9% | +40.5% |
| All | +49.6% | +51.6% | -2.0% | +40.5% |
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