+250.9%
PM vs CCI
+59.7%
+191.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | 0.0% |
| 7D | -6.6% | +3.2% | -9.8% | -7.6% |
| 30D | -3.4% | +12.2% | -15.6% | -7.1% |
| 3M | +5.3% | +23.1% | -17.8% | -2.2% |
| 6M | +15.5% | +1.3% | +14.3% | +14.0% |
| YTD | +24.3% | +4.5% | +19.8% | +20.7% |
| 1Y | +29.7% | +2.3% | +27.4% | +26.8% |
| 3Y | +144.9% | +9.8% | +135.1% | +129.4% |
| 5Y | +159.0% | -36.5% | +195.5% | +190.0% |
| 10Y | +250.9% | +64.7% | +186.3% | +168.2% |
| All | +250.9% | +59.7% | +191.2% | +168.2% |
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