+126.7%
AMAT vs CCI
-37.1%
+163.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.6% | +6.8% | +4.3% |
| 7D | -14.7% | -0.1% | -14.6% | -14.7% |
| 30D | -36.1% | +28.4% | -64.5% | -36.8% |
| 3M | -36.9% | +20.0% | -56.8% | -37.4% |
| 6M | -22.2% | +0.8% | -23.0% | -21.8% |
| YTD | +29.9% | +3.6% | +26.3% | +29.3% |
| 1Y | +43.3% | +6.1% | +37.2% | +41.8% |
| 3Y | +142.7% | +7.2% | +135.5% | +123.4% |
| All | +126.7% | -37.1% | +163.8% | +163.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling