-68.0%
U vs CCI
-50.2%
-17.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.2% | +2.4% | +2.5% |
| 7D | +4.5% | +0.2% | +4.3% | +4.4% |
| 30D | -0.6% | +0.5% | -1.1% | -0.9% |
| 3M | +48.4% | -16.3% | +64.7% | +61.9% |
| 6M | +115.4% | -13.9% | +129.3% | +129.8% |
| YTD | -3.2% | -12.4% | +9.2% | +1.0% |
| 1Y | -6.0% | -15.2% | +9.1% | -0.4% |
| 3Y | +13.5% | -9.9% | +23.3% | +4.3% |
| 5Y | -68.0% | -50.8% | -17.2% | -51.6% |
| All | -68.0% | -50.2% | -17.8% | -51.6% |
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