+1,162.1%
AMAT vs CCI
+51.9%
+1,110.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.6% | +6.8% | +4.9% |
| 7D | -14.7% | -0.1% | -14.6% | -14.8% |
| 30D | -36.1% | +28.4% | -64.5% | -40.7% |
| 3M | -36.9% | +20.0% | -56.8% | -40.4% |
| 6M | -22.2% | +0.8% | -23.0% | -23.8% |
| YTD | +29.9% | +3.6% | +26.3% | +24.7% |
| 1Y | +43.3% | +6.1% | +37.2% | +36.0% |
| 3Y | +142.7% | +7.2% | +135.5% | +114.3% |
| 5Y | +126.2% | -37.0% | +163.2% | +161.2% |
| All | +1,162.1% | +51.9% | +1,110.2% | +1,003.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling