+98.1%
AGG vs CCI
+1,252.6%
-1,154.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.1% |
| 7D | +0.1% | +0.2% | 0.0% | +0.1% |
| 30D | -0.4% | +0.5% | -0.9% | -0.4% |
| 3M | -0.3% | -16.3% | +16.0% | 0.0% |
| 6M | -1.2% | -13.9% | +12.7% | -1.0% |
| YTD | -0.4% | -12.4% | +12.1% | -0.2% |
| 1Y | +0.4% | -15.2% | +15.6% | +0.6% |
| 3Y | +13.4% | -9.9% | +23.3% | +13.5% |
| 5Y | -1.4% | -50.8% | +49.4% | -0.8% |
| 10Y | +14.8% | +18.3% | -3.5% | +14.9% |
| All | +98.1% | +1,252.6% | -1,154.5% | +98.6% |
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