+58.7%
SO vs CCI
-50.2%
+108.9%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +0.9% |
| 7D | +1.0% | +0.2% | +0.9% | +0.9% |
| 30D | -3.2% | +0.5% | -3.7% | -3.4% |
| 3M | -1.7% | -16.3% | +14.6% | +4.3% |
| 6M | -7.2% | -13.9% | +6.8% | -2.9% |
| YTD | +4.6% | -12.4% | +17.0% | +8.2% |
| 1Y | +1.2% | -15.2% | +16.4% | +5.8% |
| 3Y | +45.3% | -9.9% | +55.1% | +45.7% |
| 5Y | +58.7% | -50.8% | +109.6% | +102.2% |
| All | +58.7% | -50.2% | +108.9% | +102.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling