+19.3%
PH vs CCI
+7.6%
+11.8%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +6.5% | -10.1% | -3.5% |
| 7D | -0.2% | +5.0% | -5.2% | 0.0% |
| 30D | -6.7% | +36.4% | -43.1% | -6.6% |
| 3M | -8.1% | +20.4% | -28.5% | -8.2% |
| 6M | +5.3% | +4.9% | +0.4% | +5.6% |
| YTD | +4.2% | +7.8% | -3.6% | +4.8% |
| 1Y | +19.3% | +7.3% | +12.0% | +20.3% |
| All | +19.3% | +7.6% | +11.8% | +20.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling