+3,931.4%
AMD vs CCI
+1,123.5%
+2,807.9%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -1.3% | -15.9% | -16.8% |
| 7D | -28.6% | +2.4% | -31.0% | -29.1% |
| 30D | -37.7% | +33.2% | -70.9% | -43.7% |
| 3M | -16.1% | +25.0% | -41.1% | -22.7% |
| 6M | +13.8% | +4.8% | +9.1% | +9.5% |
| YTD | +88.8% | +6.4% | +82.5% | +79.4% |
| 1Y | +57.8% | +6.5% | +51.3% | +49.7% |
| 3Y | +260.3% | +8.6% | +251.6% | +228.2% |
| 5Y | +196.6% | -35.3% | +231.9% | +221.3% |
| 10Y | +6,064.6% | +58.2% | +6,006.4% | +4,790.3% |
| All | +3,931.4% | +1,123.5% | +2,807.9% | +1,251.9% |
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