+63.6%
AMGN vs CCI
-10.8%
+74.4%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.6% | -0.2% |
| 7D | -11.6% | -0.3% | -11.4% | -11.6% |
| 30D | -5.7% | +2.1% | -7.8% | -6.2% |
| 3M | +14.2% | -17.8% | +32.1% | +19.6% |
| 6M | +5.2% | -14.2% | +19.4% | +8.7% |
| YTD | +22.0% | -13.3% | +35.3% | +25.2% |
| 1Y | +43.6% | -16.6% | +60.2% | +49.0% |
| All | +63.6% | -10.8% | +74.4% | +66.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling