-63.1%
W vs CCI
-51.4%
-11.7%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.9% | +4.4% | +3.5% |
| 7D | -4.2% | -0.4% | -3.8% | -4.0% |
| 30D | -7.6% | +2.7% | -10.3% | -8.9% |
| 3M | +37.2% | -18.2% | +55.4% | +50.9% |
| 6M | +26.3% | -14.8% | +41.1% | +34.7% |
| YTD | -1.0% | -12.6% | +11.6% | +2.8% |
| 1Y | +20.1% | -16.7% | +36.8% | +27.8% |
| 3Y | +37.8% | -10.5% | +48.3% | +28.2% |
| All | -63.1% | -51.4% | -11.7% | -46.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling