+930.0%
APH vs CCI
+67.9%
+862.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.3% | -3.0% | -2.1% |
| 7D | +4.9% | +2.5% | +2.4% | +4.2% |
| 30D | -5.4% | +14.4% | -19.8% | -9.0% |
| 3M | -5.5% | +21.7% | -27.1% | -10.8% |
| 6M | +25.9% | +4.0% | +21.9% | +23.0% |
| YTD | +16.4% | +6.2% | +10.1% | +12.4% |
| 1Y | +16.5% | +5.4% | +11.1% | +12.7% |
| 3Y | +270.9% | +11.7% | +259.1% | +236.2% |
| 5Y | +289.5% | -35.6% | +325.1% | +336.7% |
| All | +930.0% | +67.9% | +862.1% | +767.2% |
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