+109.8%
AAPL vs CCI
-51.2%
+161.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.8% | 0.0% |
| 7D | -3.0% | -0.3% | -2.7% | -2.9% |
| 30D | +2.3% | +2.1% | +0.2% | +1.8% |
| 3M | +8.6% | -17.8% | +26.5% | +13.7% |
| 6M | +21.6% | -14.2% | +35.7% | +25.5% |
| YTD | +16.3% | -13.3% | +29.7% | +19.4% |
| 1Y | +35.1% | -16.6% | +51.7% | +39.9% |
| 3Y | +79.4% | -10.8% | +90.2% | +75.1% |
| 5Y | +109.8% | -50.3% | +160.2% | +165.2% |
| All | +109.8% | -51.2% | +161.1% | +165.2% |
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