+195.2%
AMD vs CCI
-18.8%
+213.9%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.9% | +6.5% | +4.3% |
| 7D | +2.6% | -0.4% | +3.0% | +2.5% |
| 30D | -0.9% | +2.7% | -3.6% | -0.3% |
| 3M | -8.7% | -18.2% | +9.5% | -9.8% |
| 6M | +136.3% | -14.8% | +151.1% | +134.5% |
| YTD | +123.0% | -12.6% | +135.6% | +117.7% |
| 1Y | +195.2% | -16.7% | +211.9% | +192.5% |
| All | +195.2% | -18.8% | +213.9% | +192.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling