+234.7%
PM vs CCI
+51.6%
+183.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.9% | -1.5% | -2.1% |
| 7D | -7.3% | +0.9% | -8.2% | -7.6% |
| 30D | -4.0% | +10.3% | -14.3% | -7.2% |
| 3M | +2.7% | +17.9% | -15.1% | -3.2% |
| 6M | +14.9% | -0.5% | +15.3% | +13.9% |
| YTD | +23.5% | +2.7% | +20.8% | +20.6% |
| 1Y | +30.4% | +3.1% | +27.2% | +27.0% |
| 3Y | +143.2% | +8.0% | +135.3% | +129.0% |
| 5Y | +159.5% | -37.8% | +197.2% | +192.6% |
| 10Y | +234.7% | +56.5% | +178.1% | +153.2% |
| All | +234.7% | +51.6% | +183.0% | +153.2% |
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