+100,438.3%
AAPL vs CCI
+905.5%
+99,532.8%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.9% | -0.7% | -2.1% |
| 7D | +0.1% | -0.4% | +0.5% | +0.2% |
| 30D | +3.0% | +2.7% | +0.3% | +2.4% |
| 3M | +2.9% | -18.2% | +21.1% | +7.3% |
| 6M | +22.1% | -14.8% | +36.9% | +25.8% |
| YTD | +18.0% | -12.6% | +30.6% | +20.5% |
| 1Y | +33.9% | -16.7% | +50.7% | +38.1% |
| 3Y | +71.2% | -10.5% | +81.7% | +71.0% |
| 5Y | +112.6% | -51.4% | +164.0% | +142.1% |
| 10Y | +1,198.8% | +20.0% | +1,178.7% | +1,115.5% |
| All | +100,438.3% | +905.5% | +99,532.8% | +55,730.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling