+33.6%
TER vs CCI
+5.8%
+27.7%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -2.0% | +0.3% |
| 7D | -8.9% | +3.2% | -12.1% | -7.8% |
| 30D | -39.1% | +12.2% | -51.3% | -36.7% |
| 3M | -32.8% | +23.1% | -55.9% | -28.4% |
| 6M | -31.7% | +1.3% | -33.0% | -30.1% |
| YTD | +26.9% | +4.5% | +22.5% | +28.7% |
| 1Y | +33.6% | +2.3% | +31.3% | +38.1% |
| All | +33.6% | +5.8% | +27.7% | +38.1% |
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 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