+1,006.2%
TER vs CCI
+59.7%
+946.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -2.0% | -0.7% |
| 7D | -8.9% | +3.2% | -12.1% | -9.8% |
| 30D | -39.1% | +12.2% | -51.3% | -41.1% |
| 3M | -32.8% | +23.1% | -55.9% | -36.8% |
| 6M | -31.7% | +1.3% | -33.0% | -33.1% |
| YTD | +26.9% | +4.5% | +22.5% | +21.9% |
| 1Y | +33.6% | +2.3% | +31.3% | +29.2% |
| 3Y | +181.5% | +9.8% | +171.7% | +148.7% |
| 5Y | +76.1% | -36.5% | +112.7% | +102.9% |
| 10Y | +1,006.2% | +64.7% | +941.5% | +894.4% |
| All | +1,006.2% | +59.7% | +946.5% | +894.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling