+325.7%
AMGN vs CCI
+67.9%
+257.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.7% |
| 7D | +1.1% | +2.5% | -1.4% | +0.4% |
| 30D | +9.3% | +14.4% | -5.1% | +4.8% |
| 3M | +12.1% | +21.7% | -9.6% | +5.1% |
| 6M | +40.3% | +4.0% | +36.2% | +37.3% |
| YTD | +45.2% | +6.2% | +39.0% | +40.2% |
| 1Y | +42.4% | +5.4% | +37.0% | +37.8% |
| 3Y | +91.0% | +11.7% | +79.3% | +78.4% |
| 5Y | +157.4% | -35.6% | +193.0% | +185.2% |
| All | +325.7% | +67.9% | +257.7% | +280.3% |
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