+5.1%
W vs CCI
+2.5%
+2.6%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | +0.3% |
| 7D | +0.2% | +2.5% | -2.4% | 0.0% |
| 30D | +6.8% | +14.4% | -7.6% | +6.6% |
| 3M | +10.7% | +21.7% | -11.0% | +9.9% |
| 6M | +86.3% | +4.0% | +82.3% | +82.2% |
| YTD | +11.5% | +6.2% | +5.3% | +11.9% |
| 1Y | +5.1% | +5.4% | -0.3% | +5.9% |
| All | +5.1% | +2.5% | +2.6% | +5.9% |
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 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