+196.7%
PH vs CCI
-37.1%
+233.8%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.6% | +5.4% | +3.3% |
| 7D | +2.0% | -0.1% | +2.1% | +1.9% |
| 30D | -3.7% | +28.4% | -32.1% | -8.2% |
| 3M | -14.0% | +20.0% | -34.0% | -17.1% |
| 6M | +2.1% | +0.8% | +1.3% | +1.5% |
| YTD | +5.1% | +3.6% | +1.5% | +3.4% |
| 1Y | +10.9% | +6.1% | +4.8% | +8.6% |
| 3Y | +132.9% | +7.2% | +125.7% | +117.1% |
| All | +196.7% | -37.1% | +233.8% | +223.4% |
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