-37.8%
U vs CCI
-39.7%
+1.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | +0.1% |
| 7D | +4.4% | -0.3% | +4.6% | +4.5% |
| 30D | -1.3% | +2.1% | -3.4% | -2.4% |
| 3M | +49.6% | -17.8% | +67.4% | +65.0% |
| 6M | +100.2% | -14.2% | +114.4% | +114.1% |
| YTD | -3.7% | -13.3% | +9.7% | +1.1% |
| 1Y | -6.5% | -16.6% | +10.1% | +0.2% |
| 3Y | +12.9% | -10.8% | +23.7% | +5.5% |
| 5Y | -68.3% | -50.3% | -18.0% | -52.1% |
| All | -37.8% | -39.7% | +1.9% | -20.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling