+248.5%
SLV vs CCI
+347.1%
-98.6%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.9% | +3.6% | +2.9% |
| 7D | +5.6% | +0.9% | +4.7% | +5.5% |
| 30D | -12.1% | +10.3% | -22.4% | -13.9% |
| 3M | -16.3% | +17.9% | -34.2% | -19.3% |
| 6M | -34.1% | -0.5% | -33.6% | -34.5% |
| YTD | -25.3% | +2.7% | -28.0% | -26.3% |
| 1Y | +9.6% | +3.1% | +6.5% | +8.0% |
| 3Y | +132.7% | +8.0% | +124.7% | +124.6% |
| 5Y | +113.7% | -37.8% | +151.4% | +127.6% |
| 10Y | +175.9% | +56.5% | +119.3% | +139.4% |
| All | +248.5% | +347.1% | -98.6% | +109.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling