+112.6%
SPOT vs CCI
-51.2%
+163.8%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | 0.0% | -0.8% |
| 7D | -6.5% | -0.3% | -6.2% | -6.4% |
| 30D | +2.2% | +2.1% | +0.1% | +1.7% |
| 3M | +5.4% | -17.8% | +23.2% | +10.7% |
| 6M | -4.0% | -14.2% | +10.2% | -0.7% |
| YTD | -9.9% | -13.3% | +3.4% | -7.3% |
| 1Y | -27.3% | -16.6% | -10.7% | -24.5% |
| 3Y | +236.4% | -10.8% | +247.2% | +227.2% |
| 5Y | +112.6% | -50.3% | +162.9% | +154.2% |
| All | +112.6% | -51.2% | +163.8% | +154.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling