+8,077.9%
AMD vs CCI
+59.7%
+8,018.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.7% | +0.8% | +13.9% | +14.5% |
| 7D | +6.5% | +3.2% | +3.3% | +5.5% |
| 30D | -15.3% | +12.2% | -27.5% | -18.3% |
| 3M | +9.7% | +23.1% | -13.4% | +2.3% |
| 6M | +13.2% | +1.3% | +11.9% | +11.0% |
| YTD | +140.6% | +4.5% | +136.1% | +131.2% |
| 1Y | +111.2% | +2.3% | +108.9% | +104.3% |
| 3Y | +334.4% | +9.8% | +324.6% | +283.7% |
| 5Y | +268.3% | -36.5% | +304.9% | +328.8% |
| 10Y | +8,077.9% | +64.7% | +8,013.3% | +7,774.7% |
| All | +8,077.9% | +59.7% | +8,018.2% | +7,774.7% |
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