+153.3%
AMAT vs CCI
+12.1%
+141.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.3% | -4.0% | -2.4% |
| 7D | +11.4% | +2.5% | +8.8% | +12.2% |
| 30D | -17.0% | +14.4% | -31.5% | -13.8% |
| 3M | -30.6% | +21.7% | -52.3% | -26.5% |
| 6M | -14.9% | +4.0% | -19.0% | -12.1% |
| YTD | +44.7% | +6.2% | +38.5% | +50.2% |
| 1Y | +66.9% | +5.4% | +61.5% | +73.0% |
| 3Y | +153.3% | +11.7% | +141.6% | +151.8% |
| All | +153.3% | +12.1% | +141.2% | +151.8% |
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