+1,254.4%
AAPL vs CCI
+20.8%
+1,233.6%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.7% | +5.3% | +4.2% |
| 7D | -0.5% | -4.4% | +3.9% | +1.1% |
| 30D | +7.1% | +0.3% | +6.8% | +6.9% |
| 3M | +12.1% | -20.0% | +32.1% | +20.8% |
| 6M | +25.4% | -14.5% | +39.9% | +31.4% |
| YTD | +20.5% | -14.9% | +35.3% | +25.6% |
| 1Y | +44.5% | -17.7% | +62.2% | +52.2% |
| 3Y | +85.8% | -12.4% | +98.1% | +83.1% |
| 5Y | +124.8% | -50.1% | +174.9% | +184.7% |
| All | +1,254.4% | +20.8% | +1,233.6% | +1,197.2% |
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 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