+146.0%
PM vs CCI
+6.3%
+139.7%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.6% | +0.8% | -1.2% |
| 7D | -5.2% | -0.1% | -5.1% | -5.2% |
| 30D | +2.7% | +28.4% | -25.7% | -3.6% |
| 3M | +6.1% | +20.0% | -13.8% | +1.4% |
| 6M | +18.0% | +0.8% | +17.2% | +17.8% |
| YTD | +26.6% | +3.6% | +23.0% | +25.1% |
| 1Y | +36.7% | +6.1% | +30.6% | +34.0% |
| 3Y | +146.0% | +7.2% | +138.8% | +146.2% |
| All | +146.0% | +6.3% | +139.7% | +146.2% |
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 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