-39.0%
U vs CCI
-39.1%
+0.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.9% | 0.0% |
| 7D | -3.8% | -0.4% | -3.4% | -3.6% |
| 30D | +17.5% | +2.7% | +14.8% | +15.9% |
| 3M | +38.7% | -18.2% | +56.9% | +53.4% |
| 6M | +104.4% | -14.8% | +119.2% | +119.5% |
| YTD | -5.7% | -12.6% | +6.9% | -1.4% |
| 1Y | +3.7% | -16.7% | +20.4% | +11.2% |
| 3Y | +12.3% | -10.5% | +22.8% | +4.9% |
| 5Y | -68.8% | -51.4% | -17.4% | -52.3% |
| All | -39.0% | -39.1% | +0.1% | -22.9% |
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 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