+2,926.4%
V vs CCI
+267.8%
+2,658.6%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.9% | -0.2% |
| 7D | -1.7% | -0.4% | -1.3% | -1.6% |
| 30D | +2.0% | +2.7% | -0.7% | +0.8% |
| 3M | +17.4% | -18.2% | +35.6% | +26.5% |
| 6M | +17.5% | -14.8% | +32.3% | +24.0% |
| YTD | +7.6% | -12.6% | +20.2% | +11.5% |
| 1Y | +7.7% | -16.7% | +24.5% | +13.7% |
| 3Y | +54.7% | -10.5% | +65.2% | +53.0% |
| 5Y | +73.0% | -51.4% | +124.5% | +119.7% |
| 10Y | +390.9% | +20.0% | +370.8% | +300.5% |
| All | +2,926.4% | +267.8% | +2,658.6% | +1,507.3% |
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