+99.1%
V vs CCI
-37.1%
+136.2%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.6% | +2.6% | +0.5% |
| 7D | +2.2% | -0.1% | +2.3% | +2.2% |
| 30D | +13.6% | +28.4% | -14.8% | +7.4% |
| 3M | +14.3% | +20.0% | -5.7% | +9.6% |
| 6M | +33.1% | +0.8% | +32.3% | +32.2% |
| YTD | +21.2% | +3.6% | +17.6% | +19.1% |
| 1Y | +26.4% | +6.1% | +20.3% | +23.4% |
| 3Y | +77.6% | +7.2% | +70.4% | +69.0% |
| All | +99.1% | -37.1% | +136.2% | +118.5% |
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