+21.0%
PFE vs CCI
+12.1%
+8.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | -0.1% |
| 7D | -1.7% | +2.5% | -4.2% | -2.2% |
| 30D | +0.3% | +14.4% | -14.1% | -2.6% |
| 3M | +9.4% | +21.7% | -12.3% | +4.5% |
| 6M | +14.9% | +4.0% | +10.9% | +13.8% |
| YTD | +23.8% | +6.2% | +17.6% | +21.4% |
| 1Y | +19.5% | +5.4% | +14.1% | +17.5% |
| 3Y | +21.0% | +11.7% | +9.3% | +18.5% |
| All | +21.0% | +12.1% | +8.9% | +18.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling