+448.0%
SNXX vs CCI
-11.4%
+459.4%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.0% | +3.8% | +1.3% |
| 7D | +27.3% | -0.3% | +27.6% | +27.3% |
| 30D | +89.3% | +2.1% | +87.2% | +95.0% |
| 3M | -29.6% | -17.8% | -11.7% | -35.9% |
| 6M | +324.4% | -14.2% | +338.6% | +287.0% |
| All | +448.0% | -11.4% | +459.4% | +421.9% |
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 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