+53.4%
T vs CCI
-37.1%
+90.6%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.6% | +1.7% | -0.3% |
| 7D | +1.0% | -0.1% | +1.1% | +1.0% |
| 30D | -10.6% | +28.4% | -39.0% | -17.0% |
| 3M | -7.7% | +20.0% | -27.7% | -12.5% |
| 6M | -13.3% | +0.8% | -14.1% | -13.4% |
| YTD | -8.8% | +3.6% | -12.4% | -10.1% |
| 1Y | -8.4% | +6.1% | -14.5% | -10.6% |
| 3Y | +59.6% | +7.2% | +52.4% | +53.6% |
| All | +53.4% | -37.1% | +90.6% | +66.9% |
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