+134.1%
PSX vs CCI
-10.9%
+144.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.6% |
| 7D | +2.8% | +0.2% | +2.7% | +2.8% |
| 30D | +27.8% | +0.5% | +27.3% | +27.7% |
| 3M | +42.0% | -16.3% | +58.3% | +43.9% |
| 6M | +58.1% | -13.9% | +72.1% | +59.9% |
| YTD | +105.0% | -12.4% | +117.5% | +106.6% |
| 1Y | +104.9% | -15.2% | +120.1% | +107.0% |
| 3Y | +134.1% | -9.9% | +143.9% | +127.6% |
| All | +134.1% | -10.9% | +144.9% | +127.6% |
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