+7,297.6%
AMAT vs CCI
+905.5%
+6,392.2%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.9% | +6.2% | +4.8% |
| 7D | -1.5% | -0.4% | -1.1% | -1.4% |
| 30D | -14.8% | +2.7% | -17.5% | -15.5% |
| 3M | -9.3% | -18.2% | +8.9% | -5.7% |
| 6M | +27.4% | -14.8% | +42.2% | +30.2% |
| YTD | +77.6% | -12.6% | +90.2% | +79.5% |
| 1Y | +188.9% | -16.7% | +205.7% | +195.3% |
| 3Y | +202.3% | -10.5% | +212.8% | +194.9% |
| 5Y | +248.9% | -51.4% | +300.3% | +299.6% |
| 10Y | +1,585.2% | +20.0% | +1,565.2% | +1,423.0% |
| All | +7,297.6% | +905.5% | +6,392.2% | +3,168.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling