+295.5%
SPGI vs CCI
+17.2%
+278.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.2% | -3.4% | -3.3% |
| 7D | -2.5% | +0.2% | -2.6% | -2.5% |
| 30D | +5.4% | +0.5% | +4.9% | +5.2% |
| 3M | +9.0% | -16.3% | +25.3% | +17.6% |
| 6M | +0.8% | -13.9% | +14.7% | +6.9% |
| YTD | -12.6% | -12.4% | -0.1% | -8.6% |
| 1Y | -16.1% | -15.2% | -0.9% | -11.1% |
| 3Y | +19.0% | -9.9% | +28.9% | +17.7% |
| 5Y | +5.1% | -50.8% | +55.9% | +41.5% |
| 10Y | +295.5% | +18.3% | +277.2% | +297.1% |
| All | +295.5% | +17.2% | +278.3% | +297.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling