+454.5%
V vs CCI
+59.7%
+394.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | -0.4% |
| 7D | +0.6% | +3.2% | -2.6% | -0.4% |
| 30D | +9.7% | +12.2% | -2.5% | +5.4% |
| 3M | +17.3% | +23.1% | -5.9% | +8.7% |
| 6M | +33.2% | +1.3% | +32.0% | +31.3% |
| YTD | +21.3% | +4.5% | +16.9% | +17.3% |
| 1Y | +27.3% | +2.3% | +25.0% | +23.9% |
| 3Y | +76.1% | +9.8% | +66.3% | +61.6% |
| 5Y | +103.5% | -36.5% | +140.0% | +132.6% |
| 10Y | +454.5% | +64.7% | +389.8% | +336.7% |
| All | +454.5% | +59.7% | +394.7% | +336.7% |
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