+78.8%
SE vs CCI
+6.5%
+72.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.9% | +3.8% | +2.9% |
| 7D | +3.3% | +0.9% | +2.4% | +3.3% |
| 30D | -18.2% | +10.3% | -28.4% | -17.7% |
| 3M | -31.3% | +17.9% | -49.2% | -30.8% |
| 6M | -10.1% | -0.5% | -9.6% | -10.9% |
| YTD | -38.9% | +2.7% | -41.6% | -39.1% |
| 1Y | -48.0% | +3.1% | -51.1% | -48.1% |
| 3Y | +78.8% | +8.0% | +70.9% | +131.6% |
| All | +78.8% | +6.5% | +72.3% | +131.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling