+416.0%
AAOI vs CCI
+23.6%
+392.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.4% | -0.4% | +1.3% |
| 7D | -0.2% | -0.3% | +0.1% | -0.1% |
| 30D | -23.7% | +2.2% | -25.9% | -24.3% |
| 3M | -39.0% | -16.9% | -22.1% | -36.2% |
| 6M | -17.0% | -11.5% | -5.5% | -15.5% |
| YTD | +202.2% | -12.8% | +215.1% | +208.0% |
| 1Y | +292.4% | -17.1% | +309.5% | +306.0% |
| 3Y | +804.4% | -9.6% | +814.0% | +777.5% |
| 5Y | +1,318.0% | -48.9% | +1,367.0% | +1,566.7% |
| All | +416.0% | +23.6% | +392.3% | +421.4% |
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