+400.4%
ALAB vs CCI
-17.5%
+417.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -1.9% | +11.6% | +8.8% |
| 7D | +7.2% | -0.4% | +7.6% | +7.0% |
| 30D | -2.5% | +2.7% | -5.2% | -1.1% |
| 3M | -13.3% | -18.2% | +4.9% | -19.7% |
| 6M | +172.8% | -14.8% | +187.6% | +156.0% |
| YTD | +86.6% | -12.6% | +99.2% | +77.0% |
| 1Y | +65.2% | -16.7% | +81.9% | +52.4% |
| All | +400.4% | -17.5% | +417.9% | +399.8% |
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