+198.3%
W vs CCI
+84.9%
+113.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.7% | -5.5% | -4.7% |
| 7D | +1.1% | +3.2% | -2.1% | -0.5% |
| 30D | +6.4% | +12.2% | -5.8% | -0.3% |
| 3M | +9.0% | +23.1% | -14.2% | -4.0% |
| 6M | +69.8% | +1.3% | +68.6% | +64.8% |
| YTD | +12.1% | +4.5% | +7.6% | +4.7% |
| 1Y | 0.0% | +2.3% | -2.3% | -5.5% |
| 3Y | +160.3% | +9.8% | +150.5% | +122.4% |
| 5Y | -53.3% | -36.5% | -16.8% | -41.4% |
| 10Y | +217.0% | +64.7% | +152.3% | +140.8% |
| All | +198.3% | +84.9% | +113.4% | +97.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling