+2,368.0%
ACN vs CCI
+1,112.1%
+1,255.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.9% | -1.5% | -2.1% |
| 7D | -2.5% | +0.9% | -3.4% | -2.7% |
| 30D | +22.6% | +10.3% | +12.4% | +19.5% |
| 3M | +45.9% | +17.9% | +28.0% | +39.4% |
| 6M | +43.8% | -0.5% | +44.3% | +43.4% |
| YTD | -2.5% | +2.7% | -5.2% | -3.9% |
| 1Y | +6.5% | +3.1% | +3.3% | +4.7% |
| 3Y | -14.2% | +8.0% | -22.1% | -17.7% |
| 5Y | -24.4% | -37.8% | +13.4% | -17.8% |
| 10Y | +156.3% | +56.5% | +99.8% | +127.2% |
| All | +2,368.0% | +1,112.1% | +1,255.9% | +1,196.7% |
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