+1.4%
AAL vs CCI
-16.2%
+17.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.3% | +0.3% |
| 7D | -1.3% | -0.3% | -1.0% | -1.3% |
| 30D | -13.7% | +2.1% | -15.9% | -13.8% |
| 3M | -8.2% | -17.8% | +9.7% | -6.8% |
| 6M | +13.1% | -14.2% | +27.3% | +13.9% |
| YTD | -15.6% | -13.3% | -2.2% | -15.0% |
| 1Y | +1.4% | -16.6% | +18.0% | +7.6% |
| All | +1.4% | -16.2% | +17.7% | +7.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling