+65.7%
AMGN vs CCI
+7.6%
+58.2%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +6.5% | -2.7% | +3.1% |
| 7D | +5.9% | +5.0% | +0.8% | +5.4% |
| 30D | +18.7% | +36.4% | -17.7% | +15.4% |
| 3M | +23.4% | +20.4% | +3.0% | +21.2% |
| 6M | +49.7% | +4.9% | +44.8% | +49.8% |
| YTD | +49.2% | +7.8% | +41.4% | +48.3% |
| 1Y | +65.7% | +7.3% | +58.4% | +65.4% |
| All | +65.7% | +7.6% | +58.2% | +65.4% |
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 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