+19.5%
PFE vs CCI
+2.5%
+17.1%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | 0.0% |
| 7D | -1.7% | +2.5% | -4.2% | -2.0% |
| 30D | +0.3% | +14.4% | -14.1% | -1.4% |
| 3M | +9.4% | +21.7% | -12.3% | +6.4% |
| 6M | +14.9% | +4.0% | +10.9% | +14.7% |
| YTD | +23.8% | +6.2% | +17.6% | +22.8% |
| 1Y | +19.5% | +5.4% | +14.1% | +19.2% |
| All | +19.5% | +2.5% | +17.1% | +19.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling