+384.8%
V vs CCI
+17.8%
+367.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | 0.0% |
| 7D | -2.9% | -0.3% | -2.6% | -2.8% |
| 30D | +1.9% | +2.1% | -0.3% | +1.1% |
| 3M | +13.2% | -17.8% | +31.1% | +20.5% |
| 6M | +16.7% | -14.2% | +30.9% | +21.9% |
| YTD | +5.4% | -13.3% | +18.7% | +9.0% |
| 1Y | +7.7% | -16.6% | +24.3% | +12.8% |
| 3Y | +52.0% | -10.8% | +62.8% | +50.2% |
| 5Y | +67.7% | -50.3% | +118.1% | +110.3% |
| 10Y | +384.8% | +22.5% | +362.2% | +335.0% |
| All | +384.8% | +17.8% | +367.0% | +335.0% |
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