+1,362.0%
AMAT vs CCI
+65.8%
+1,296.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.7% | -4.3% | -3.8% |
| 7D | +19.3% | -1.4% | +20.7% | +19.7% |
| 30D | -17.9% | +12.7% | -30.7% | -20.8% |
| 3M | -30.4% | +23.0% | -53.4% | -34.8% |
| 6M | -11.4% | +0.6% | -12.1% | -13.1% |
| YTD | +48.8% | +4.9% | +43.9% | +42.3% |
| 1Y | +66.0% | +0.7% | +65.3% | +61.3% |
| 3Y | +158.8% | +10.2% | +148.6% | +125.9% |
| 5Y | +153.2% | -36.4% | +189.6% | +191.9% |
| All | +1,362.0% | +65.8% | +1,296.2% | +1,137.1% |
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