+1,315.3%
AMAT vs CCI
+51.6%
+1,263.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | -0.9% | +12.2% | +11.6% |
| 7D | -1.1% | +0.9% | -2.0% | -1.4% |
| 30D | -26.9% | +10.3% | -37.2% | -29.0% |
| 3M | -31.2% | +17.9% | -49.1% | -34.7% |
| 6M | -14.7% | -0.5% | -14.2% | -16.1% |
| YTD | +44.7% | +2.7% | +42.0% | +39.2% |
| 1Y | +62.0% | +3.1% | +58.8% | +55.3% |
| 3Y | +165.0% | +8.0% | +157.0% | +132.5% |
| 5Y | +147.1% | -37.8% | +184.9% | +186.6% |
| 10Y | +1,315.3% | +56.5% | +1,258.7% | +1,113.4% |
| All | +1,315.3% | +51.6% | +1,263.6% | +1,113.4% |
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