+130.7%
PFE vs CCI
+905.5%
-774.7%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.6% | -1.0% |
| 7D | +1.8% | -0.4% | +2.2% | +1.8% |
| 30D | +10.2% | +2.7% | +7.5% | +9.8% |
| 3M | +12.7% | -18.2% | +30.9% | +15.4% |
| 6M | +10.5% | -14.8% | +25.3% | +12.5% |
| YTD | +20.2% | -12.6% | +32.8% | +21.7% |
| 1Y | +24.1% | -16.7% | +40.8% | +26.4% |
| 3Y | -3.6% | -10.5% | +6.9% | -3.0% |
| 5Y | -20.9% | -51.4% | +30.6% | -14.9% |
| 10Y | +35.8% | +20.0% | +15.8% | +31.7% |
| All | +130.7% | +905.5% | -774.7% | +56.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling