-68.6%
AAL vs CCI
+67.9%
-136.5%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.3% | -1.4% |
| 7D | -0.1% | +2.5% | -2.6% | -0.8% |
| 30D | +11.7% | +14.4% | -2.7% | +7.5% |
| 3M | -12.5% | +21.7% | -34.2% | -17.6% |
| 6M | +3.6% | +4.0% | -0.4% | +1.4% |
| YTD | -14.1% | +6.2% | -20.3% | -16.9% |
| 1Y | +0.8% | +5.4% | -4.6% | -2.4% |
| 3Y | +11.8% | +11.7% | +0.1% | +2.3% |
| 5Y | -35.1% | -35.6% | +0.5% | -27.6% |
| All | -68.6% | +67.9% | -136.5% | -74.0% |
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 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