+282.2%
APH vs CCI
-37.1%
+319.3%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -2.6% | +6.7% | +4.5% |
| 7D | -5.9% | -0.1% | -5.8% | -6.0% |
| 30D | -14.8% | +28.4% | -43.2% | -18.2% |
| 3M | -12.4% | +20.0% | -32.4% | -15.0% |
| 6M | +8.1% | +0.8% | +7.3% | +7.5% |
| YTD | +10.9% | +3.6% | +7.3% | +9.3% |
| 1Y | +8.8% | +6.1% | +2.7% | +6.7% |
| 3Y | +262.1% | +7.2% | +254.9% | +236.9% |
| All | +282.2% | -37.1% | +319.3% | +328.2% |
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 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