+568.6%
SE vs CCI
+5.1%
+563.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.0% | -3.0% | -3.7% |
| 7D | -3.6% | -0.3% | -3.4% | -3.5% |
| 30D | -5.3% | +2.1% | -7.4% | -6.2% |
| 3M | +28.1% | -17.8% | +45.9% | +37.7% |
| 6M | +20.7% | -14.2% | +34.8% | +27.1% |
| YTD | -14.8% | -13.3% | -1.4% | -11.5% |
| 1Y | -43.6% | -16.6% | -27.0% | -40.7% |
| 3Y | +184.2% | -10.8% | +195.0% | +169.4% |
| 5Y | -66.3% | -50.3% | -16.0% | -54.5% |
| All | +568.6% | +5.1% | +563.5% | +505.9% |
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