+6,406.4%
AMD vs CCI
+18.9%
+6,387.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.9% | +6.5% | +5.3% |
| 7D | +2.6% | -0.4% | +3.0% | +2.7% |
| 30D | -0.9% | +2.7% | -3.6% | -1.9% |
| 3M | -8.7% | -18.2% | +9.5% | -3.4% |
| 6M | +136.3% | -14.8% | +151.1% | +144.8% |
| YTD | +123.0% | -12.6% | +135.6% | +127.6% |
| 1Y | +195.2% | -16.7% | +211.9% | +206.2% |
| 3Y | +336.3% | -10.5% | +346.9% | +312.9% |
| 5Y | +334.5% | -51.4% | +385.9% | +461.8% |
| All | +6,406.4% | +18.9% | +6,387.5% | +6,193.7% |
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