+48.5%
PFE vs CCI
+65.8%
-17.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.7% | -2.8% | -2.3% |
| 7D | -2.1% | -1.4% | -0.7% | -1.7% |
| 30D | +3.1% | +12.7% | -9.6% | -0.6% |
| 3M | +11.2% | +23.0% | -11.8% | +3.9% |
| 6M | +15.0% | +0.6% | +14.4% | +13.9% |
| YTD | +23.5% | +4.9% | +18.7% | +20.0% |
| 1Y | +18.9% | +0.7% | +18.2% | +16.9% |
| 3Y | +18.7% | +10.2% | +8.5% | +11.6% |
| 5Y | -24.0% | -36.4% | +12.4% | -15.5% |
| All | +48.5% | +65.8% | -17.3% | +31.7% |
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 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