+599.5%
XYZ vs CCI
+51.9%
+547.6%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.6% | +4.3% | +3.1% |
| 7D | +12.1% | -0.1% | +12.3% | +12.5% |
| 30D | +12.4% | +28.4% | -16.0% | -2.7% |
| 3M | +8.2% | +20.0% | -11.8% | -2.9% |
| 6M | +20.7% | +0.8% | +19.9% | +17.7% |
| YTD | +31.3% | +3.6% | +27.7% | +24.7% |
| 1Y | +20.5% | +6.1% | +14.4% | +12.6% |
| 3Y | +72.6% | +7.2% | +65.4% | +50.0% |
| 5Y | -64.0% | -37.0% | -27.0% | -54.7% |
| All | +599.5% | +51.9% | +547.6% | +517.4% |
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