+213.5%
TER vs CCI
-14.4%
+227.9%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.2% | +4.0% | +4.3% |
| 7D | +11.0% | +0.2% | +10.8% | +11.1% |
| 30D | -1.9% | +0.5% | -2.4% | -1.6% |
| 3M | -0.7% | -16.3% | +15.6% | -4.5% |
| 6M | +36.4% | -13.9% | +50.3% | +32.1% |
| YTD | +92.4% | -12.4% | +104.9% | +83.9% |
| 1Y | +213.5% | -15.2% | +228.7% | +194.9% |
| All | +213.5% | -14.4% | +227.9% | +194.9% |
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