+995.4%
TER vs CCI
+67.9%
+927.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.3% | -6.7% | -5.7% |
| 7D | +14.4% | +2.5% | +11.8% | +13.6% |
| 30D | -30.6% | +14.4% | -45.0% | -33.2% |
| 3M | -39.2% | +21.7% | -60.9% | -42.7% |
| 6M | -31.3% | +4.0% | -35.3% | -33.2% |
| YTD | +29.1% | +6.2% | +22.9% | +23.4% |
| 1Y | +47.4% | +5.4% | +42.0% | +41.3% |
| 3Y | +191.2% | +11.7% | +179.5% | +156.0% |
| 5Y | +74.0% | -35.6% | +109.6% | +99.8% |
| All | +995.4% | +67.9% | +927.5% | +868.6% |
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