+4,376.4%
AMD vs CCI
+1,091.9%
+3,284.5%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -2.6% | +13.6% | +11.9% |
| 7D | -11.0% | -0.1% | -10.9% | -11.1% |
| 30D | -30.5% | +28.4% | -58.9% | -36.5% |
| 3M | -8.2% | +20.0% | -28.2% | -14.4% |
| 6M | +6.6% | +0.8% | +5.8% | +3.7% |
| YTD | +109.7% | +3.6% | +106.1% | +100.7% |
| 1Y | +88.9% | +6.1% | +82.8% | +79.2% |
| 3Y | +301.8% | +7.2% | +294.6% | +267.2% |
| 5Y | +229.4% | -37.0% | +266.3% | +259.4% |
| 10Y | +6,745.1% | +54.2% | +6,691.0% | +5,371.1% |
| All | +4,376.4% | +1,091.9% | +3,284.5% | +1,412.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling