+368.8%
SNXX vs CCI
-10.9%
+379.6%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +2.4% | -9.4% | -3.7% |
| 7D | -12.0% | -0.3% | -11.8% | -12.3% |
| 30D | +37.9% | +2.2% | +35.7% | +42.4% |
| 3M | -52.7% | -16.9% | -35.8% | -56.5% |
| 6M | +194.8% | -11.5% | +206.3% | +176.7% |
| All | +368.8% | -10.9% | +379.6% | +350.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling