+262.0%
TER vs CCI
-9.6%
+271.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.9% | +7.3% | +5.0% |
| 7D | +0.6% | -0.4% | +1.0% | +0.6% |
| 30D | -8.3% | +2.7% | -11.0% | -7.6% |
| 3M | -12.2% | -18.2% | +6.0% | -14.2% |
| 6M | +17.1% | -14.8% | +31.9% | +15.1% |
| YTD | +84.7% | -12.6% | +97.3% | +81.7% |
| 1Y | +199.9% | -16.7% | +216.7% | +193.8% |
| All | +262.0% | -9.6% | +271.6% | +242.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling