-21.5%
PFE vs CCI
-37.1%
+15.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.6% | +0.9% | -1.0% |
| 7D | -3.7% | -0.1% | -3.6% | -3.7% |
| 30D | +5.0% | +28.4% | -23.4% | -1.4% |
| 3M | +12.2% | +20.0% | -7.8% | +7.0% |
| 6M | +14.6% | +0.8% | +13.8% | +13.9% |
| YTD | +24.1% | +3.6% | +20.5% | +21.9% |
| 1Y | +26.6% | +6.1% | +20.5% | +23.4% |
| 3Y | +14.3% | +7.2% | +7.1% | +10.0% |
| All | -21.5% | -37.1% | +15.7% | -3.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling