-26.3%
APH vs CCI
-18.8%
-7.6%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -0.4% | -47.4% | -47.8% |
| 7D | -48.7% | +1.1% | -49.8% | -48.7% |
| 30D | -51.9% | +2.7% | -54.6% | -51.9% |
| 3M | -43.6% | -18.2% | -25.4% | -42.5% |
| 6M | -37.5% | -14.8% | -22.7% | -36.7% |
| YTD | -38.6% | -12.6% | -26.0% | -38.9% |
| 1Y | -26.3% | -16.7% | -9.6% | -26.8% |
| All | -26.3% | -18.8% | -7.6% | -26.8% |
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 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