-9.1%
T vs CCI
-18.8%
+9.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.9% | -0.1% | -1.4% |
| 7D | -1.3% | -0.4% | -0.9% | -1.2% |
| 30D | +11.4% | +2.7% | +8.7% | +10.6% |
| 3M | +14.3% | -18.2% | +32.5% | +19.7% |
| 6M | -9.3% | -14.8% | +5.5% | -5.8% |
| YTD | +7.1% | -12.6% | +19.7% | +10.8% |
| 1Y | -9.1% | -16.7% | +7.7% | -5.5% |
| All | -9.1% | -18.8% | +9.7% | -5.5% |
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