+142.0%
W vs CCI
+6.3%
+135.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.6% | +1.1% | -0.9% |
| 7D | -3.6% | -0.1% | -3.5% | -3.5% |
| 30D | +7.0% | +28.4% | -21.4% | +2.3% |
| 3M | +7.4% | +20.0% | -12.6% | +4.0% |
| 6M | +69.3% | +0.8% | +68.5% | +68.5% |
| YTD | +11.3% | +3.6% | +7.7% | +9.7% |
| 1Y | +13.2% | +6.1% | +7.1% | +10.9% |
| 3Y | +142.0% | +7.2% | +134.8% | +84.1% |
| All | +142.0% | +6.3% | +135.8% | +84.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling