+488.1%
SAP vs CCI
+1,091.9%
-603.8%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.6% | -1.6% | -3.5% |
| 7D | -0.7% | -0.1% | -0.6% | -0.6% |
| 30D | +11.1% | +28.4% | -17.3% | +3.4% |
| 3M | +17.0% | +20.0% | -2.9% | +10.8% |
| 6M | +34.8% | +0.8% | +34.1% | +33.6% |
| YTD | -2.2% | +3.6% | -5.8% | -4.5% |
| 1Y | -6.4% | +6.1% | -12.5% | -9.3% |
| 3Y | +75.1% | +7.2% | +67.9% | +66.5% |
| 5Y | +69.8% | -37.0% | +106.8% | +84.2% |
| 10Y | +219.8% | +54.2% | +165.7% | +169.7% |
| All | +488.1% | +1,091.9% | -603.8% | +147.5% |
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 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