+1,112.1%
PSX vs CCI
+133.3%
+978.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.0% | +0.7% |
| 7D | +4.5% | -0.4% | +4.9% | +4.6% |
| 30D | +26.6% | +2.7% | +23.9% | +25.5% |
| 3M | +39.3% | -18.2% | +57.5% | +46.8% |
| 6M | +56.8% | -14.8% | +71.6% | +62.7% |
| YTD | +101.8% | -12.6% | +114.4% | +107.0% |
| 1Y | +99.6% | -16.7% | +116.3% | +107.3% |
| 3Y | +140.3% | -10.5% | +150.9% | +136.8% |
| 5Y | +339.3% | -51.4% | +390.7% | +427.5% |
| 10Y | +369.9% | +20.0% | +349.8% | +291.4% |
| All | +1,112.1% | +133.3% | +978.8% | +713.3% |
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