+1,102.3%
PSX vs CCI
+174.2%
+928.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.9% | +3.8% | +3.2% |
| 7D | -8.0% | +0.9% | -8.9% | -8.4% |
| 30D | -9.0% | +10.3% | -19.3% | -11.7% |
| 3M | +24.7% | +17.9% | +6.9% | +18.4% |
| 6M | +49.3% | -0.5% | +49.8% | +48.1% |
| YTD | +100.2% | +2.7% | +97.5% | +95.2% |
| 1Y | +88.8% | +3.1% | +85.7% | +83.9% |
| 3Y | +152.5% | +8.0% | +144.5% | +135.1% |
| 5Y | +283.2% | -37.8% | +321.0% | +322.9% |
| 10Y | +345.8% | +56.5% | +289.3% | +239.3% |
| All | +1,102.3% | +174.2% | +928.1% | +667.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling