+13.8%
AMD vs CCI
+3.7%
+10.1%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -1.3% | -15.9% | -17.7% |
| 7D | -28.6% | +2.4% | -31.0% | -28.1% |
| 30D | -37.7% | +33.2% | -70.9% | -30.0% |
| 3M | -16.1% | +25.0% | -41.1% | -9.0% |
| 6M | +13.8% | +4.8% | +9.1% | +9.1% |
| All | +13.8% | +3.7% | +10.1% | +9.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling