+1,925.3%
TER vs CCI
+1,091.9%
+833.5%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.6% | +5.2% | +3.4% |
| 7D | -20.5% | -0.1% | -20.4% | -20.6% |
| 30D | -47.0% | +28.4% | -75.4% | -51.6% |
| 3M | -43.3% | +20.0% | -63.3% | -47.1% |
| 6M | -42.9% | +0.8% | -43.7% | -44.7% |
| YTD | +12.9% | +3.6% | +9.3% | +7.4% |
| 1Y | +18.2% | +6.1% | +12.1% | +11.5% |
| 3Y | +151.8% | +7.2% | +144.6% | +128.3% |
| 5Y | +54.2% | -37.0% | +91.2% | +66.7% |
| 10Y | +908.2% | +54.2% | +854.1% | +692.6% |
| All | +1,925.3% | +1,091.9% | +833.5% | +581.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling