+207.4%
ALAB vs CCI
-2.3%
+209.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.6% | +8.8% | +5.2% |
| 7D | -26.3% | -0.1% | -26.2% | -26.3% |
| 30D | -50.1% | +28.4% | -78.5% | -44.0% |
| 3M | -42.5% | +20.0% | -62.4% | -37.7% |
| 6M | -10.8% | +0.8% | -11.6% | -9.4% |
| YTD | +14.6% | +3.6% | +11.0% | +17.0% |
| 1Y | +17.1% | +6.1% | +11.0% | +21.2% |
| All | +207.4% | -2.3% | +209.7% | +230.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling