+142.2%
AAPL vs CCI
-36.6%
+178.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.4% |
| 7D | +3.1% | -1.4% | +4.5% | +3.4% |
| 30D | +4.0% | +12.7% | -8.7% | +1.2% |
| 3M | +17.4% | +23.0% | -5.6% | +11.7% |
| 6M | +20.5% | +0.6% | +19.9% | +20.0% |
| YTD | +30.9% | +4.9% | +26.0% | +28.3% |
| 1Y | +30.1% | +0.7% | +29.4% | +28.9% |
| 3Y | +92.7% | +10.2% | +82.5% | +78.5% |
| 5Y | +142.2% | -36.4% | +178.7% | +191.2% |
| All | +142.2% | -36.6% | +178.8% | +191.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling