-27.8%
AAL vs CCI
+417.8%
-445.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.9% | +3.1% | +2.4% |
| 7D | -3.7% | -0.4% | -3.3% | -3.6% |
| 30D | -20.8% | +2.7% | -23.5% | -22.2% |
| 3M | -1.3% | -18.2% | +16.9% | +10.0% |
| 6M | +5.4% | -14.8% | +20.2% | +13.4% |
| YTD | -14.4% | -12.6% | -1.8% | -10.2% |
| 1Y | +2.1% | -16.7% | +18.8% | +9.8% |
| 3Y | -10.6% | -10.5% | 0.0% | -14.7% |
| 5Y | -32.2% | -51.4% | +19.2% | -4.8% |
| 10Y | -62.7% | +20.0% | -82.7% | -77.1% |
| All | -27.8% | +417.8% | -445.6% | -85.6% |
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 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