+46.9%
PM vs CCI
+7.6%
+39.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +6.5% | -4.9% | +0.5% |
| 7D | +4.3% | +5.0% | -0.8% | +3.4% |
| 30D | +11.5% | +36.4% | -24.9% | +5.3% |
| 3M | +13.0% | +20.4% | -7.4% | +9.7% |
| 6M | +25.9% | +4.9% | +21.0% | +26.2% |
| YTD | +34.0% | +7.8% | +26.2% | +34.7% |
| 1Y | +46.9% | +7.3% | +39.6% | +47.5% |
| All | +46.9% | +7.6% | +39.3% | +47.5% |
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