+17.6%
PM vs CCI
-14.4%
+32.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.2% |
| 7D | -1.3% | +0.2% | -1.5% | -1.3% |
| 30D | -2.6% | +0.5% | -3.1% | -2.7% |
| 3M | +5.8% | -16.3% | +22.1% | +10.9% |
| 6M | +10.6% | -13.9% | +24.5% | +14.7% |
| YTD | +17.2% | -12.4% | +29.6% | +21.9% |
| 1Y | +17.6% | -15.2% | +32.8% | +22.7% |
| All | +17.6% | -14.4% | +32.1% | +22.7% |
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