+29.7%
PM vs CCI
+5.8%
+23.8%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | +0.3% |
| 7D | -6.6% | +3.2% | -9.8% | -7.1% |
| 30D | -3.4% | +12.2% | -15.6% | -5.3% |
| 3M | +5.3% | +23.1% | -17.8% | +1.6% |
| 6M | +15.5% | +1.3% | +14.3% | +16.6% |
| YTD | +24.3% | +4.5% | +19.8% | +25.7% |
| 1Y | +29.7% | +2.3% | +27.4% | +31.7% |
| All | +29.7% | +5.8% | +23.8% | +31.7% |
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