+115.4%
AMD vs CCI
+2.5%
+112.9%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +1.3% | -10.0% | -8.5% |
| 7D | +18.9% | +2.5% | +16.4% | +19.5% |
| 30D | -6.4% | +14.4% | -20.9% | -3.8% |
| 3M | +10.6% | +21.7% | -11.1% | +15.1% |
| 6M | +19.9% | +4.0% | +15.9% | +22.6% |
| YTD | +149.4% | +6.2% | +143.2% | +148.5% |
| 1Y | +115.4% | +5.4% | +110.0% | +116.1% |
| All | +115.4% | +2.5% | +112.9% | +116.1% |
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