+55.3%
V vs CCI
-9.6%
+64.9%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.9% | -0.7% |
| 7D | -1.7% | -0.4% | -1.3% | -1.7% |
| 30D | +2.0% | +2.7% | -0.7% | +1.6% |
| 3M | +17.4% | -18.2% | +35.6% | +20.2% |
| 6M | +17.5% | -14.8% | +32.3% | +19.7% |
| YTD | +7.6% | -12.6% | +20.2% | +9.1% |
| 1Y | +7.7% | -16.7% | +24.5% | +10.0% |
| All | +55.3% | -9.6% | +64.9% | +57.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling