+386.6%
PSX vs CCI
+17.8%
+368.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.7% | +0.9% |
| 7D | +1.8% | -0.3% | +2.1% | +1.9% |
| 30D | +21.6% | +2.1% | +19.5% | +20.9% |
| 3M | +46.5% | -17.8% | +64.3% | +53.5% |
| 6M | +62.0% | -14.2% | +76.2% | +67.1% |
| YTD | +106.3% | -13.3% | +119.7% | +111.6% |
| 1Y | +103.0% | -16.6% | +119.6% | +110.0% |
| 3Y | +135.5% | -10.8% | +146.3% | +132.1% |
| 5Y | +368.5% | -50.3% | +418.8% | +452.3% |
| 10Y | +386.6% | +22.5% | +364.1% | +365.2% |
| All | +386.6% | +17.8% | +368.8% | +365.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling