+952.6%
APH vs CCI
+64.4%
+888.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.7% | -2.7% | -1.4% |
| 7D | -5.0% | +3.2% | -8.2% | -6.0% |
| 30D | -8.4% | +12.2% | -20.5% | -11.4% |
| 3M | -4.5% | +23.1% | -27.7% | -10.2% |
| 6M | +25.3% | +1.3% | +24.0% | +23.3% |
| YTD | +18.9% | +4.5% | +14.4% | +15.3% |
| 1Y | +11.9% | +2.3% | +9.6% | +9.3% |
| 3Y | +278.0% | +9.8% | +268.2% | +244.2% |
| 5Y | +306.4% | -36.5% | +343.0% | +357.2% |
| All | +952.6% | +64.4% | +888.2% | +791.1% |
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