+951.3%
APH vs CCI
+51.6%
+899.7%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -0.9% | +9.1% | +8.4% |
| 7D | +1.1% | +0.9% | +0.2% | +0.7% |
| 30D | -7.5% | +10.3% | -17.8% | -10.1% |
| 3M | -4.4% | +17.9% | -22.3% | -9.1% |
| 6M | +26.5% | -0.5% | +26.9% | +25.0% |
| YTD | +20.0% | +2.7% | +17.3% | +17.0% |
| 1Y | +16.9% | +3.1% | +13.7% | +13.7% |
| 3Y | +288.5% | +8.0% | +280.5% | +255.3% |
| 5Y | +310.3% | -37.8% | +348.1% | +364.0% |
| 10Y | +951.3% | +56.5% | +894.8% | +801.8% |
| All | +951.3% | +51.6% | +899.7% | +801.8% |
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