+172.8%
ALAB vs CCI
-13.6%
+186.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -1.9% | +11.6% | +8.6% |
| 7D | +7.2% | -0.4% | +7.6% | +6.9% |
| 30D | -2.5% | +2.7% | -5.2% | -0.8% |
| 3M | -13.3% | -18.2% | +4.9% | -19.1% |
| 6M | +172.8% | -14.8% | +187.6% | +150.0% |
| All | +172.8% | -13.6% | +186.5% | +150.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling