+14.1%
XYZ vs CCI
+2.0%
+12.0%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.7% | -4.7% | -4.1% |
| 7D | -2.1% | -1.4% | -0.7% | -1.9% |
| 30D | +7.0% | +12.7% | -5.7% | +6.4% |
| 3M | +5.1% | +23.0% | -17.9% | +3.2% |
| 6M | +14.1% | +0.6% | +13.5% | +9.4% |
| All | +14.1% | +2.0% | +12.0% | +9.4% |
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 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