+20.7%
XYZ vs CCI
+1.3%
+19.3%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.6% | +4.3% | +2.1% |
| 7D | +12.1% | -0.1% | +12.3% | +11.9% |
| 30D | +12.4% | +28.4% | -16.0% | +10.7% |
| 3M | +8.2% | +20.0% | -11.8% | +6.5% |
| 6M | +20.7% | +0.8% | +19.9% | +14.3% |
| All | +20.7% | +1.3% | +19.3% | +14.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling