+222.9%
SAP vs CCI
+51.6%
+171.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.6% | +2.0% |
| 7D | +1.6% | +0.9% | +0.7% | +1.3% |
| 30D | +10.5% | +10.3% | +0.3% | +7.0% |
| 3M | +15.2% | +17.9% | -2.7% | +8.7% |
| 6M | +36.7% | -0.5% | +37.2% | +35.9% |
| YTD | -0.6% | +2.7% | -3.3% | -2.9% |
| 1Y | -4.1% | +3.1% | -7.3% | -6.6% |
| 3Y | +73.2% | +8.0% | +65.3% | +61.1% |
| 5Y | +74.1% | -37.8% | +111.9% | +98.3% |
| 10Y | +222.9% | +56.5% | +166.4% | +170.5% |
| All | +222.9% | +51.6% | +171.3% | +170.5% |
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