-20.6%
SLV vs CCI
-13.6%
-7.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.6% | -1.2% |
| 7D | -0.3% | -0.4% | +0.1% | -0.3% |
| 30D | +6.7% | +2.7% | +4.0% | +6.6% |
| 3M | -10.7% | -18.2% | +7.5% | -8.4% |
| 6M | -20.6% | -14.8% | -5.8% | -17.7% |
| All | -20.6% | -13.6% | -7.0% | -17.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling