-8.7%
T vs CCI
+1.8%
-10.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | +0.6% |
| 7D | +2.6% | +3.2% | -0.6% | +2.5% |
| 30D | -1.1% | +12.2% | -13.3% | -1.1% |
| 3M | -7.7% | +23.1% | -30.9% | -7.4% |
| 6M | -10.6% | +1.3% | -11.9% | -6.3% |
| YTD | -7.5% | +4.5% | -11.9% | -3.4% |
| All | -8.7% | +1.8% | -10.5% | -5.2% |
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 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