+7,056.4%
PH vs CCI
+905.5%
+6,150.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.9% | +1.7% | +0.1% |
| 7D | -3.1% | -0.4% | -2.7% | -3.0% |
| 30D | -3.2% | +2.7% | -5.9% | -3.7% |
| 3M | +10.6% | -18.2% | +28.8% | +14.1% |
| 6M | -2.1% | -14.8% | +12.7% | 0.0% |
| YTD | +10.2% | -12.6% | +22.8% | +11.9% |
| 1Y | +28.2% | -16.7% | +45.0% | +31.1% |
| 3Y | +134.9% | -10.5% | +145.4% | +134.3% |
| 5Y | +253.6% | -51.4% | +305.1% | +290.9% |
| 10Y | +804.7% | +20.0% | +784.7% | +760.5% |
| All | +7,056.4% | +905.5% | +6,150.9% | +4,566.4% |
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 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