+47.4%
TER vs CCI
+0.6%
+46.8%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -0.5% |
| 7D | +24.0% | -1.4% | +25.4% | +23.6% |
| 30D | -30.6% | +12.7% | -43.4% | -27.9% |
| 3M | -34.5% | +23.0% | -57.5% | -30.4% |
| 6M | -26.4% | +0.6% | -27.0% | -24.4% |
| YTD | +36.4% | +4.9% | +31.5% | +39.2% |
| 1Y | +47.4% | +0.7% | +46.7% | +58.9% |
| All | +47.4% | +0.6% | +46.8% | +58.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling