+1,823.9%
SO vs CCI
+905.5%
+918.4%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.1% | -0.6% |
| 7D | -0.2% | -0.4% | +0.2% | -0.1% |
| 30D | -4.6% | +2.7% | -7.3% | -4.8% |
| 3M | -3.0% | -18.2% | +15.2% | -1.2% |
| 6M | -8.3% | -14.8% | +6.5% | -7.0% |
| YTD | +3.5% | -12.6% | +16.1% | +4.6% |
| 1Y | -0.9% | -16.7% | +15.8% | +0.5% |
| 3Y | +45.4% | -10.5% | +55.9% | +46.2% |
| 5Y | +59.6% | -51.4% | +111.0% | +69.0% |
| 10Y | +156.6% | +20.0% | +136.6% | +156.5% |
| All | +1,823.9% | +905.5% | +918.4% | +1,633.3% |
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 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