+4,660.8%
AMD vs CCI
+905.5%
+3,755.3%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -3.7% |
| 6M | +136.3% | -14.8% | +151.1% | +144.3% |
| YTD | +123.0% | -12.6% | +135.6% | +127.7% |
| 1Y | +195.2% | -16.7% | +211.9% | +205.6% |
| 3Y | +336.3% | -10.5% | +346.9% | +325.8% |
| 5Y | +334.5% | -51.4% | +385.9% | +420.7% |
| 10Y | +6,259.1% | +20.0% | +6,239.1% | +5,462.8% |
| All | +4,660.8% | +905.5% | +3,755.3% | +1,616.0% |
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