+195.5%
AMGN vs CCI
+23.6%
+171.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.4% | -3.7% | -2.0% |
| 7D | -13.7% | -0.3% | -13.4% | -13.6% |
| 30D | -8.8% | +2.2% | -11.0% | -9.5% |
| 3M | +7.2% | -16.9% | +24.1% | +12.9% |
| 6M | +1.3% | -11.5% | +12.8% | +4.2% |
| YTD | +17.6% | -12.8% | +30.5% | +21.0% |
| 1Y | +37.2% | -17.1% | +54.2% | +43.2% |
| 3Y | +57.7% | -9.6% | +67.4% | +57.8% |
| 5Y | +106.3% | -48.9% | +155.2% | +145.2% |
| All | +195.5% | +23.6% | +171.9% | +203.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling