+1,059.7%
APH vs CCI
+18.9%
+1,040.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.9% | +2.7% | +1.4% |
| 7D | +5.0% | -0.4% | +5.4% | +5.1% |
| 30D | -3.9% | +2.7% | -6.6% | -4.6% |
| 3M | +13.0% | -18.2% | +31.2% | +18.6% |
| 6M | +25.2% | -14.8% | +39.9% | +29.3% |
| YTD | +22.9% | -12.6% | +35.5% | +25.7% |
| 1Y | +47.8% | -16.7% | +64.6% | +53.1% |
| 3Y | +283.0% | -10.5% | +293.5% | +271.0% |
| 5Y | +349.7% | -51.4% | +401.1% | +450.8% |
| All | +1,059.7% | +18.9% | +1,040.9% | +1,001.7% |
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