+372.3%
SE vs CCI
+26.7%
+345.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.7% | -3.2% | -2.2% |
| 7D | 0.0% | +3.2% | -3.2% | -1.2% |
| 30D | -19.4% | +12.2% | -31.6% | -23.1% |
| 3M | -33.1% | +23.1% | -56.2% | -38.8% |
| 6M | -11.4% | +1.3% | -12.7% | -13.0% |
| YTD | -39.8% | +4.5% | -44.3% | -42.3% |
| 1Y | -50.5% | +2.3% | -52.8% | -52.2% |
| 3Y | +68.9% | +9.8% | +59.1% | +46.4% |
| 5Y | -77.1% | -36.5% | -40.6% | -72.4% |
| All | +372.3% | +26.7% | +345.6% | +294.9% |
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