-2.5%
PFE vs CCI
-10.5%
+8.0%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.6% | -0.8% |
| 7D | +1.8% | -0.4% | +2.2% | +1.8% |
| 30D | +10.2% | +2.7% | +7.5% | +9.5% |
| 3M | +12.7% | -18.2% | +30.9% | +18.1% |
| 6M | +10.5% | -14.8% | +25.3% | +14.5% |
| YTD | +20.2% | -12.6% | +32.8% | +23.2% |
| 1Y | +24.1% | -16.7% | +40.8% | +28.8% |
| All | -2.5% | -10.5% | +8.0% | -1.0% |
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