+152.3%
ACN vs CCI
+67.9%
+84.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | -0.3% |
| 7D | -3.8% | +2.5% | -6.4% | -4.8% |
| 30D | +16.5% | +14.4% | +2.1% | +10.1% |
| 3M | +41.5% | +21.7% | +19.8% | +29.7% |
| 6M | +60.1% | +4.0% | +56.0% | +56.6% |
| YTD | -3.9% | +6.2% | -10.2% | -7.4% |
| 1Y | +4.1% | +5.4% | -1.3% | +0.5% |
| 3Y | -15.9% | +11.7% | -27.6% | -23.9% |
| 5Y | -26.3% | -35.6% | +9.3% | -14.1% |
| All | +152.3% | +67.9% | +84.4% | +112.9% |
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