-25.7%
ACHR vs CCI
+0.5%
-26.2%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.3% | +3.5% | +3.2% |
| 7D | +18.0% | -3.4% | +21.3% | +17.8% |
| 30D | +3.6% | +9.9% | -6.3% | +4.0% |
| 3M | -28.4% | +22.7% | -51.1% | -28.1% |
| 6M | -25.7% | +0.8% | -26.5% | -33.5% |
| All | -25.7% | +0.5% | -26.2% | -33.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling