+3,310.4%
V vs CCI
+336.0%
+2,974.4%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.6% | +2.6% | +1.0% |
| 7D | +2.2% | -0.1% | +2.3% | +2.2% |
| 30D | +13.6% | +28.4% | -14.8% | +2.0% |
| 3M | +14.3% | +20.0% | -5.7% | +5.3% |
| 6M | +33.1% | +0.8% | +32.3% | +30.7% |
| YTD | +21.2% | +3.6% | +17.6% | +16.3% |
| 1Y | +26.4% | +6.1% | +20.3% | +20.0% |
| 3Y | +77.6% | +7.2% | +70.4% | +62.6% |
| 5Y | +102.6% | -37.0% | +139.6% | +129.0% |
| 10Y | +464.4% | +54.2% | +410.2% | +312.1% |
| All | +3,310.4% | +336.0% | +2,974.4% | +1,577.1% |
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 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