+210.1%
W vs CCI
+67.9%
+142.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | -0.3% |
| 7D | +0.2% | +2.5% | -2.4% | -1.2% |
| 30D | +6.8% | +14.4% | -7.6% | -0.9% |
| 3M | +10.7% | +21.7% | -11.0% | -1.6% |
| 6M | +86.3% | +4.0% | +82.3% | +78.4% |
| YTD | +11.5% | +6.2% | +5.3% | +3.3% |
| 1Y | +5.1% | +5.4% | -0.3% | -2.2% |
| 3Y | +171.0% | +11.7% | +159.3% | +128.9% |
| 5Y | -56.6% | -35.6% | -21.0% | -45.7% |
| All | +210.1% | +67.9% | +142.2% | +214.9% |
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