+141.5%
W vs CCI
+17.2%
+124.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.4% | +0.4% |
| 7D | +6.5% | +0.2% | +6.3% | +6.3% |
| 30D | -6.2% | +0.5% | -6.7% | -6.6% |
| 3M | +48.9% | -16.3% | +65.1% | +62.3% |
| 6M | +31.2% | -13.9% | +45.1% | +39.4% |
| YTD | -0.4% | -12.4% | +12.0% | +3.5% |
| 1Y | +14.8% | -15.2% | +30.0% | +20.9% |
| 3Y | +40.5% | -9.9% | +50.4% | +35.3% |
| 5Y | -62.1% | -50.8% | -11.3% | -44.8% |
| 10Y | +141.5% | +18.3% | +123.2% | +181.5% |
| All | +141.5% | +17.2% | +124.4% | +181.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling