+352.5%
AAOI vs CCI
-18.8%
+371.3%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.9% | +7.0% | +4.8% |
| 7D | -0.7% | -0.4% | -0.3% | -0.7% |
| 30D | -17.9% | +2.7% | -20.6% | -17.5% |
| 3M | -48.0% | -18.2% | -29.8% | -46.5% |
| 6M | +5.8% | -14.8% | +20.6% | +8.8% |
| YTD | +202.7% | -12.6% | +215.3% | +199.2% |
| 1Y | +352.5% | -16.7% | +369.3% | +361.9% |
| All | +352.5% | -18.8% | +371.3% | +361.9% |
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