+58.1%
XYZ vs CCI
+10.7%
+47.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.7% | -4.7% | -4.2% |
| 7D | -2.1% | -1.4% | -0.7% | -1.9% |
| 30D | +7.0% | +12.7% | -5.7% | +5.0% |
| 3M | +5.1% | +23.0% | -17.9% | +1.4% |
| 6M | +14.1% | +0.6% | +13.5% | +13.5% |
| YTD | +26.4% | +4.9% | +21.5% | +24.2% |
| 1Y | +25.1% | +0.7% | +24.4% | +23.7% |
| All | +58.1% | +10.7% | +47.4% | +47.0% |
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