+203.0%
AMAT vs CCI
-10.5%
+213.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.9% | +6.2% | +3.8% |
| 7D | -1.5% | -0.4% | -1.1% | -1.6% |
| 30D | -14.8% | +2.7% | -17.5% | -14.1% |
| 3M | -9.3% | -18.2% | +8.9% | -11.3% |
| 6M | +27.4% | -14.8% | +42.2% | +25.4% |
| YTD | +77.6% | -12.6% | +90.2% | +75.0% |
| 1Y | +188.9% | -16.7% | +205.7% | +183.6% |
| All | +203.0% | -10.5% | +213.6% | +175.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling