+191.2%
TER vs CCI
+12.1%
+179.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.3% | -6.7% | -5.1% |
| 7D | +14.4% | +2.5% | +11.8% | +15.1% |
| 30D | -30.6% | +14.4% | -45.0% | -28.0% |
| 3M | -39.2% | +21.7% | -60.9% | -36.1% |
| 6M | -31.3% | +4.0% | -35.3% | -29.4% |
| YTD | +29.1% | +6.2% | +22.9% | +32.8% |
| 1Y | +47.4% | +5.4% | +42.0% | +51.5% |
| 3Y | +191.2% | +11.7% | +179.5% | +185.7% |
| All | +191.2% | +12.1% | +179.1% | +185.7% |
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