-65.2%
AAL vs CCI
+20.8%
-86.0%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.2% |
| 7D | -0.9% | -4.4% | +3.5% | +0.3% |
| 30D | -16.0% | +0.3% | -16.3% | -16.1% |
| 3M | -4.2% | -20.0% | +15.7% | +1.4% |
| 6M | +15.7% | -14.5% | +30.2% | +19.7% |
| YTD | -16.2% | -14.9% | -1.3% | -13.4% |
| 1Y | +0.2% | -17.7% | +17.9% | +4.4% |
| 3Y | -8.1% | -12.4% | +4.3% | -9.6% |
| 5Y | -32.2% | -50.1% | +17.9% | -18.8% |
| All | -65.2% | +20.8% | -86.0% | -67.1% |
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