+48.8%
PFE vs CCI
+67.9%
-19.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | -0.2% |
| 7D | -1.7% | +2.5% | -4.2% | -2.4% |
| 30D | +0.3% | +14.4% | -14.1% | -3.7% |
| 3M | +9.4% | +21.7% | -12.3% | +2.6% |
| 6M | +14.9% | +4.0% | +10.9% | +12.6% |
| YTD | +23.8% | +6.2% | +17.6% | +19.8% |
| 1Y | +19.5% | +5.4% | +14.1% | +15.9% |
| 3Y | +21.0% | +11.7% | +9.3% | +13.3% |
| 5Y | -23.9% | -35.6% | +11.8% | -15.7% |
| All | +48.8% | +67.9% | -19.1% | +31.5% |
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