+1,744.2%
TER vs CCI
+17.2%
+1,727.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.2% | +4.0% | +4.2% |
| 7D | +11.0% | +0.2% | +10.8% | +10.8% |
| 30D | -1.9% | +0.5% | -2.4% | -2.1% |
| 3M | -0.7% | -16.3% | +15.6% | +3.4% |
| 6M | +36.4% | -13.9% | +50.3% | +39.8% |
| YTD | +92.4% | -12.4% | +104.9% | +94.8% |
| 1Y | +213.5% | -15.2% | +228.7% | +219.6% |
| 3Y | +277.2% | -9.9% | +287.1% | +254.1% |
| 5Y | +219.1% | -50.8% | +270.0% | +301.4% |
| 10Y | +1,744.2% | +18.3% | +1,726.0% | +1,709.1% |
| All | +1,744.2% | +17.2% | +1,727.1% | +1,709.1% |
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