+150.0%
PM vs CCI
+12.1%
+137.9%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.3% | -0.1% | +0.9% |
| 7D | +0.5% | +2.5% | -2.0% | 0.0% |
| 30D | -3.2% | +14.4% | -17.6% | -6.3% |
| 3M | +6.2% | +21.7% | -15.5% | +1.2% |
| 6M | +7.7% | +4.0% | +3.7% | +6.7% |
| YTD | +27.3% | +6.2% | +21.1% | +25.0% |
| 1Y | +32.8% | +5.4% | +27.4% | +30.7% |
| 3Y | +150.0% | +11.7% | +138.3% | +150.5% |
| All | +150.0% | +12.1% | +137.9% | +150.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling