+2,325.1%
ACN vs CCI
+1,137.8%
+1,187.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.2% | -1.6% |
| 7D | -5.7% | -1.4% | -4.4% | -5.4% |
| 30D | +17.0% | +12.7% | +4.3% | +13.5% |
| 3M | +39.9% | +23.0% | +16.9% | +32.3% |
| 6M | +50.2% | +0.6% | +49.6% | +49.3% |
| YTD | -4.2% | +4.9% | -9.0% | -6.0% |
| 1Y | +4.3% | +0.7% | +3.6% | +3.2% |
| 3Y | -17.1% | +10.2% | -27.3% | -20.9% |
| 5Y | -26.5% | -36.4% | +9.9% | -20.4% |
| 10Y | +147.7% | +66.6% | +81.1% | +116.7% |
| All | +2,325.1% | +1,137.8% | +1,187.4% | +1,167.8% |
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