-33.2%
SLV vs CCI
+1.3%
-34.5%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.6% | +2.5% | +0.1% |
| 7D | +5.1% | -0.1% | +5.2% | +5.0% |
| 30D | -12.9% | +28.4% | -41.3% | -14.6% |
| 3M | -16.1% | +20.0% | -36.1% | -17.8% |
| 6M | -33.2% | +0.8% | -33.9% | -34.8% |
| All | -33.2% | +1.3% | -34.5% | -34.8% |
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