+138.4%
PFE vs CCI
+1,091.9%
-953.5%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.6% | +0.9% | -1.3% |
| 7D | -3.7% | -0.1% | -3.6% | -3.7% |
| 30D | +5.0% | +28.4% | -23.4% | +1.6% |
| 3M | +12.2% | +20.0% | -7.8% | +9.4% |
| 6M | +14.6% | +0.8% | +13.8% | +14.0% |
| YTD | +24.1% | +3.6% | +20.5% | +22.8% |
| 1Y | +26.6% | +6.1% | +20.5% | +24.8% |
| 3Y | +14.3% | +7.2% | +7.1% | +12.2% |
| 5Y | -21.9% | -37.0% | +15.1% | -18.8% |
| 10Y | +62.6% | +54.2% | +8.5% | +52.8% |
| All | +138.4% | +1,091.9% | -953.5% | +58.0% |
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 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