+24.3%
W vs CCI
+7.6%
+16.7%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +6.5% | +4.5% | +10.4% |
| 7D | +8.4% | +5.0% | +3.3% | +7.8% |
| 30D | +16.5% | +36.4% | -19.9% | +14.3% |
| 3M | +6.4% | +20.4% | -14.0% | +5.0% |
| 6M | +90.5% | +4.9% | +85.6% | +86.8% |
| YTD | +23.1% | +7.8% | +15.3% | +23.5% |
| 1Y | +24.3% | +7.3% | +17.0% | +25.6% |
| All | +24.3% | +7.6% | +16.7% | +25.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling