-44.0%
ACHR vs CCI
-36.9%
-7.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.4% | 0.0% | +1.5% |
| 7D | -2.3% | -0.3% | -2.0% | -2.1% |
| 30D | -11.3% | +2.2% | -13.5% | -12.0% |
| 3M | +5.3% | -16.9% | +22.2% | +12.6% |
| 6M | -13.2% | -11.5% | -1.7% | -10.5% |
| YTD | -25.8% | -12.8% | -13.0% | -23.5% |
| 1Y | -34.3% | -17.1% | -17.2% | -30.7% |
| 3Y | -19.9% | -9.6% | -10.3% | -23.0% |
| 5Y | -42.7% | -48.9% | +6.3% | -25.1% |
| All | -44.0% | -36.9% | -7.1% | -34.0% |
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