+8,164.6%
AMD vs CCI
+63.9%
+8,100.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.3% | +7.6% | +7.4% |
| 7D | +13.1% | -3.4% | +16.5% | +14.2% |
| 30D | -7.0% | +9.9% | -16.9% | -9.8% |
| 3M | +16.6% | +22.7% | -6.1% | +8.7% |
| 6M | +20.5% | +0.8% | +19.7% | +18.2% |
| YTD | +158.2% | +4.1% | +154.0% | +148.1% |
| 1Y | +132.8% | -0.6% | +133.4% | +127.7% |
| 3Y | +366.2% | +9.4% | +356.8% | +311.8% |
| 5Y | +278.7% | -36.8% | +315.5% | +341.5% |
| 10Y | +8,164.6% | +65.4% | +8,099.1% | +7,591.3% |
| All | +8,164.6% | +63.9% | +8,100.7% | +7,591.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling