-27.6%
AAL vs CCI
+513.8%
-541.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.6% | +4.5% | +3.5% |
| 7D | +4.6% | -0.1% | +4.7% | +4.6% |
| 30D | +2.6% | +28.4% | -25.8% | -13.4% |
| 3M | -17.8% | +20.0% | -37.8% | -27.8% |
| 6M | +1.9% | +0.8% | +1.1% | -2.4% |
| YTD | -14.0% | +3.6% | -17.6% | -20.2% |
| 1Y | +0.2% | +6.1% | -5.9% | -8.8% |
| 3Y | +13.0% | +7.2% | +5.8% | -4.7% |
| 5Y | -39.6% | -37.0% | -2.6% | -29.3% |
| 10Y | -65.7% | +54.2% | -119.8% | -82.4% |
| All | -27.6% | +513.8% | -541.3% | -87.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling