+198.6%
PM vs CCI
+17.2%
+181.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.1% |
| 7D | -1.3% | +0.2% | -1.5% | -1.4% |
| 30D | -2.6% | +0.5% | -3.1% | -2.7% |
| 3M | +5.8% | -16.3% | +22.1% | +12.0% |
| 6M | +10.6% | -13.9% | +24.5% | +15.7% |
| YTD | +17.2% | -12.4% | +29.6% | +21.3% |
| 1Y | +17.6% | -15.2% | +32.8% | +23.1% |
| 3Y | +124.3% | -9.9% | +134.1% | +125.0% |
| 5Y | +125.1% | -50.8% | +175.9% | +178.0% |
| 10Y | +198.6% | +18.3% | +180.3% | +151.8% |
| All | +198.6% | +17.2% | +181.5% | +151.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling