+1,697.2%
ACN vs CCI
+931.5%
+765.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.9% | -1.5% | -2.9% |
| 7D | -1.5% | -0.4% | -1.1% | -1.4% |
| 30D | +9.4% | +2.7% | +6.7% | +8.7% |
| 3M | +5.6% | -18.2% | +23.9% | +11.1% |
| 6M | -9.3% | -14.8% | +5.5% | -5.7% |
| YTD | -29.0% | -12.6% | -16.4% | -26.8% |
| 1Y | -24.7% | -16.7% | -7.9% | -21.6% |
| 3Y | -39.8% | -10.5% | -29.3% | -39.4% |
| 5Y | -40.9% | -51.4% | +10.5% | -31.5% |
| 10Y | +91.1% | +20.0% | +71.1% | +80.9% |
| All | +1,697.2% | +931.5% | +765.7% | +887.7% |
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