+168.1%
PM vs CCI
-37.1%
+205.2%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -4.0% |
| 3M | +6.1% | +20.0% | -13.8% | +1.0% |
| 6M | +18.0% | +0.8% | +17.2% | +17.3% |
| YTD | +26.6% | +3.6% | +23.0% | +24.4% |
| 1Y | +36.7% | +6.1% | +30.6% | +33.4% |
| 3Y | +146.0% | +7.2% | +138.8% | +136.9% |
| All | +168.1% | -37.1% | +205.2% | +186.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling