+409.2%
T vs CCI
+905.5%
-496.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.9% | -0.1% | -1.7% |
| 7D | -1.3% | -0.4% | -0.9% | -1.2% |
| 30D | +11.4% | +2.7% | +8.7% | +10.9% |
| 3M | +14.3% | -18.2% | +32.5% | +17.6% |
| 6M | -9.3% | -14.8% | +5.5% | -7.3% |
| YTD | +7.1% | -12.6% | +19.7% | +8.9% |
| 1Y | -9.1% | -16.7% | +7.7% | -7.0% |
| 3Y | +105.3% | -10.5% | +115.8% | +107.0% |
| 5Y | +66.8% | -51.4% | +118.2% | +82.1% |
| 10Y | +66.8% | +20.0% | +46.8% | +61.0% |
| All | +409.2% | +905.5% | -496.3% | +262.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling