+303.8%
APH vs CCI
-36.6%
+340.4%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.7% | -2.7% | -1.2% |
| 7D | -5.0% | +3.2% | -8.2% | -5.5% |
| 30D | -8.4% | +12.2% | -20.5% | -10.0% |
| 3M | -4.5% | +23.1% | -27.7% | -7.7% |
| 6M | +25.3% | +1.3% | +24.0% | +24.5% |
| YTD | +18.9% | +4.5% | +14.4% | +17.0% |
| 1Y | +11.9% | +2.3% | +9.6% | +10.6% |
| 3Y | +278.0% | +9.8% | +268.2% | +248.9% |
| All | +303.8% | -36.6% | +340.4% | +352.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling