-25.9%
SPOT vs CCI
-17.7%
-8.2%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | +0.1% |
| 7D | -6.9% | -4.4% | -2.5% | -6.0% |
| 30D | +4.1% | +0.3% | +3.8% | +4.2% |
| 3M | +3.7% | -20.0% | +23.7% | +8.2% |
| 6M | -1.6% | -14.5% | +12.9% | +0.7% |
| YTD | -10.2% | -14.9% | +4.7% | -9.4% |
| 1Y | -25.9% | -17.7% | -8.2% | -25.1% |
| All | -25.9% | -17.7% | -8.2% | -25.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling