+188.9%
AMAT vs CCI
-18.8%
+207.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.9% | +6.2% | +3.4% |
| 7D | -1.5% | -0.4% | -1.1% | -1.7% |
| 30D | -14.8% | +2.7% | -17.5% | -13.5% |
| 3M | -9.3% | -18.2% | +8.9% | -12.6% |
| 6M | +27.4% | -14.8% | +42.2% | +24.3% |
| YTD | +77.6% | -12.6% | +90.2% | +73.0% |
| 1Y | +188.9% | -16.7% | +205.7% | +186.0% |
| All | +188.9% | -18.8% | +207.7% | +186.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling