+218.9%
SLV vs CCI
+17.2%
+201.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -0.9% | -0.8% |
| 7D | +2.5% | +0.2% | +2.3% | +2.5% |
| 30D | +3.3% | +0.5% | +2.7% | +3.1% |
| 3M | -3.6% | -16.3% | +12.7% | -0.4% |
| 6M | -21.8% | -13.9% | -7.9% | -19.9% |
| YTD | -7.8% | -12.4% | +4.6% | -6.0% |
| 1Y | +58.3% | -15.2% | +73.5% | +62.4% |
| 3Y | +182.6% | -9.9% | +192.5% | +182.8% |
| 5Y | +167.8% | -50.8% | +218.6% | +199.7% |
| 10Y | +218.9% | +18.3% | +200.6% | +217.9% |
| All | +218.9% | +17.2% | +201.7% | +217.9% |
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