+311.1%
SPOT vs CCI
+20.0%
+291.1%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.3% | +1.1% | +2.0% |
| 7D | +1.6% | +2.5% | -0.9% | +0.9% |
| 30D | +16.9% | +14.4% | +2.5% | +12.9% |
| 3M | +23.0% | +21.7% | +1.3% | +16.5% |
| 6M | +42.2% | +4.0% | +38.2% | +39.7% |
| YTD | +5.5% | +6.2% | -0.7% | +2.6% |
| 1Y | -5.1% | +5.4% | -10.5% | -7.5% |
| 3Y | +257.9% | +11.7% | +246.2% | +232.6% |
| 5Y | +118.4% | -35.6% | +154.0% | +142.2% |
| All | +311.1% | +20.0% | +291.1% | +302.2% |
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 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