-68.1%
SE vs CCI
-51.4%
-16.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | -0.4% |
| 7D | -6.1% | -0.4% | -5.7% | -6.0% |
| 30D | -2.5% | +2.7% | -5.1% | -3.2% |
| 3M | +21.7% | -18.2% | +39.9% | +28.0% |
| 6M | +27.0% | -14.8% | +41.8% | +31.9% |
| YTD | -12.1% | -12.6% | +0.5% | -10.0% |
| 1Y | -40.9% | -16.7% | -24.2% | -38.7% |
| 3Y | +191.0% | -10.5% | +201.5% | +173.9% |
| All | -68.1% | -51.4% | -16.7% | -53.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling