+3,777.5%
SPGI vs CCI
+1,091.9%
+2,685.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.6% | +1.6% | -0.5% |
| 7D | +0.3% | -0.1% | +0.4% | +0.3% |
| 30D | +18.4% | +28.4% | -10.0% | +12.7% |
| 3M | +15.7% | +20.0% | -4.3% | +11.5% |
| 6M | +17.3% | +0.8% | +16.5% | +16.5% |
| YTD | -4.7% | +3.6% | -8.3% | -6.1% |
| 1Y | +1.8% | +6.1% | -4.3% | -0.2% |
| 3Y | +31.7% | +7.2% | +24.5% | +27.9% |
| 5Y | +12.1% | -37.0% | +49.1% | +19.5% |
| 10Y | +341.9% | +54.2% | +287.8% | +309.9% |
| All | +3,777.5% | +1,091.9% | +2,685.6% | +2,508.2% |
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 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