+229.3%
SAP vs CCI
+63.9%
+165.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | -2.5% | -3.4% | +0.9% | -1.4% |
| 30D | +7.5% | +9.9% | -2.5% | +4.1% |
| 3M | +11.6% | +22.7% | -11.1% | +4.0% |
| 6M | +37.6% | +0.8% | +36.8% | +36.3% |
| YTD | -2.0% | +4.1% | -6.1% | -4.6% |
| 1Y | -6.4% | -0.6% | -5.8% | -7.6% |
| 3Y | +67.7% | +9.4% | +58.3% | +55.3% |
| 5Y | +75.7% | -36.8% | +112.6% | +99.2% |
| 10Y | +229.3% | +65.4% | +163.9% | +171.3% |
| All | +229.3% | +63.9% | +165.5% | +171.3% |
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 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