+202.8%
TER vs CCI
-51.4%
+254.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.9% | +7.3% | +5.6% |
| 7D | +0.6% | -0.4% | +1.0% | +0.6% |
| 30D | -8.3% | +2.7% | -11.0% | -8.5% |
| 3M | -12.2% | -18.2% | +6.0% | -10.2% |
| 6M | +17.1% | -14.8% | +31.9% | +18.7% |
| YTD | +84.7% | -12.6% | +97.3% | +85.4% |
| 1Y | +199.9% | -16.7% | +216.7% | +203.6% |
| 3Y | +232.8% | -10.5% | +243.3% | +210.1% |
| All | +202.8% | -51.4% | +254.3% | +268.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling